Stochastic comparisons of largest claim and aggregate claim amounts
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DOI: 10.1017/s0269964823000104
Abstract: In this paper, we establish some stochastic comparison results for largest claim amounts of two sets of independent and also for interdependent portfolios under the setup of the proportional odds model. We also establish stochastic… read more here.
Keywords: claim; largest claim; aggregate claim; stochastic comparisons ... See more keywords