Mathematical Inequalities & Applications · Volume 23, Issue 1

Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios

23-03 Pages 35-56 DOI 10.7153/mia-2020-23-03

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Authors

Hossein Nadeb Hamzeh Torabi Ali Dolati

Keywords

copula largest claim amount majorization stochastic ordering

Subject classes

60E15 62P05