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Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages

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We consider n risks X 1 , X 2 , … , X n insured by a layer coverage with deductibles and limits given by ( d 1 , l… Click to show full abstract

We consider n risks X 1 , X 2 , … , X n insured by a layer coverage with deductibles and limits given by ( d 1 , l 1 ) , … , ( d n , l n ) , respectively. We investigate the optimal allocation of i...

Keywords: functions smallest; survival functions; smallest largest; upper bounds; bounds survival; lower upper

Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2020

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