Stochastic Comparisons of the Smallest Claim Amounts from Two Sets of Independent Portfolios
The aim of this paper is detecting the ordering properties of the smallest claim amounts arising from two sets of independent heterogeneous portfolios in insurance. First, we prove a general theorem that it presents some sufficient conditions in the sense of the hazard rate ordering to compare the s...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2021-07-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/1025 |