Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10010402711
Persistent link: https://www.econbiz.de/10011597345
Persistent link: https://www.econbiz.de/10011875905
Ordering properties on order statistics from heterogeneous observations have been paid lots of attention. This article devotes to investigating the ordering properties on order statistics from statistically dependent observations. We build the likelihood ratio order and the (reversed) hazard...
Persistent link: https://www.econbiz.de/10011116238
For heterogeneous Weibull samples with a common shape parameter and weakly majorized scale parameters, we study the likelihood ratio order and the stochastic order between minimums of independent and dependent samples, respectively. Also, an application in fabric strength is presented.
Persistent link: https://www.econbiz.de/10011189317
With the assumption of Archimedean copula for the occurrence frequencies of the risks covered by an insurance policy, this note further investigates the allocation problem of upper limits and deductibles addressed in Hua and Cheung (2008a). Sufficient conditions for a risk averse policyholder to...
Persistent link: https://www.econbiz.de/10010572723