Stochastic comparisons of largest claim and aggregate claim amounts
نویسندگان
چکیده
Abstract In this paper, we establish some stochastic comparison results for largest claim amounts of two sets independent and also interdependent portfolios under the setup proportional odds model. We aggregate portfolios. Further, comparisons from multiple-outlier claims have been studied. The obtained apply to whole family extended distributions, known as Marshall–Olkin distributions. given many numerical examples illustrate obtained.
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ژورنال
عنوان ژورنال: Probability in the Engineering and Informational Sciences
سال: 2023
ISSN: ['1469-8951', '0269-9648']
DOI: https://doi.org/10.1017/s0269964823000104