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New Results on Stochastic Comparisons of Smallest Claim Amounts in Two Heterogeneous Portfolios with Weibull Claims
Ghobad Barmalzan
Abstract:   (1176 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]   (153 Downloads)    
Type of Study: Research | Subject: Theoritical Statistics
Received: 2017/06/25 | Accepted: 2018/09/5
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مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences
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