Geodesic
Ordering results between the largest claims arising from two general heterogeneous portfolios
Filomat, Tome 35 (2021) no. 4, p. 1315

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DOI

This work is entirely devoted to compare the largest claims from two heterogeneous portfolios. It is assumed that the claim amounts in an insurance portfolio are nonnegative absolutely continuous random variables and belong to a general family of distributions. The largest claims have been compared based on various stochastic orderings. The established sufficient conditions are associated with the matrices and vectors of model parameters. Applications of the results are provided for the purpose of illustration
DOI : 10.2298/FIL2104315D
Classification : 60E15, 62G30, 60K10, 90B25
Keywords: Stochastic orderings, Largest claim amounts, Multivariate chain majorization, T-transform matrix, General family of distributions 
Sangita Das; Suchandan Kayal. Ordering results between the largest claims arising from two general heterogeneous portfolios. Filomat, Tome 35 (2021) no. 4, p. 1315 . doi: 10.2298/FIL2104315D
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     title = {Ordering results between the largest claims arising from two general heterogeneous portfolios},
     journal = {Filomat},
     pages = {1315 },
     year = {2021},
     volume = {35},
     number = {4},
     doi = {10.2298/FIL2104315D},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2104315D/}
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