[Home ] [Archive]   [ فارسی ]  
:: Main :: About :: Current Issue :: Archive :: Search :: Submit :: Contact ::
:: ::
Back to the articles list Back to browse issues page
New Results on Stochastic Comparisons of Smallest Claim Amounts in Two Heterogeneous Portfolios with Weibull Claims
Ghobad Barmalzan
Abstract:   (132 Views)

‎In this paper‎, ‎under certain conditions‎, ‎the usual stochastic‎, ‎convex and dispersive orders between the smallest claim amounts with independent Weibull claims are discussed‎. ‎Also‎, ‎under conditions on some well-known common copula‎, ‎some stochastic comparisons of smallest claim amounts with dependent heterogeneous claims have been obtained‎.

Keywords: ‎Smallest Claim Amounts‎, ‎Survival Copula Function‎, ‎Stochastic Comparisons‎, ‎Proportional Hazard Rate Model‎, ‎Majorization.
Full-Text [PDF 5267 kb]   (17 Downloads)    
Type of Study: Research | Subject: Theoritical Statistics
Received: 2017/06/25 | Accepted: 2018/09/5
Send email to the article author

Add your comments about this article
Your username or Email:

CAPTCHA code


XML   Persian Abstract   Print



Back to the articles list Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences
Persian site map - English site map - Created in 0.07 seconds with 31 queries by YEKTAWEB 3764