Orderings of extreme claim amounts from heterogeneous and dependent weibull-g insurance portfolios

HIGHLIGHTS

SUMMARY

    Zhang et_al investigated how the heterogeneity among occurrence probabilities and claim severities affects the aggregate claim numbers and aggregate claim amount for an insurance portfolio. Barmalzan et_al discussed the likelihood ratio order and dispersive order between the smallest claim amounts from two sets of independent heterogeneous Weibull claims. Barmalzan et_al investigated the smallest claim amounts in terms of the usual stochastic and hazard rate orders, as well as established the usual stochastic order between the largest claim amounts for a general scale model. Balakrishnan et_al gave the stochastic orderings between the largest claim amounts . . .

     

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