Stochastic Comparisons of the Smallest Claim Amounts from Two Heterogeneous Portfolios Following Exponentiated Weibull Distribution

IF 0.8 Q3 STATISTICS & PROBABILITY

Mathematical Methods of Statistics Pub Date : 2024-07-15 DOI:10.3103/s1066530724700108

Suheir Kareem Ramani, Habib Jafari, Ghobad Saadat Kia

引用次数: 0

Abstract

In actuarial science, it is often of interest to compare stochastically smallest claim amounts from heterogeneous portfolios. In this paper, we obtain the usual stochastic order between the smallest claim amounts when the matrix of parameters \((\boldsymbol{\alpha}\), \(\boldsymbol{\lambda})\) changes to another matrix in terms of chain majorization order. By using the Archimedean copula and weak majorization conceptions, we also obtain some conditions for comparison of smallest claim amounts in terms of usual stochastic order.

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两种异质投资组合的最小索赔额的随机比较，遵循幂次韦布尔分布

摘要在精算学中，比较来自异质投资组合的随机最小索赔额通常是很有意义的。在本文中，当参数矩阵（(\boldsymbol{alpha}\), （\boldsymbol{lambda})\）变化为另一个矩阵时，我们得到了最小索赔额之间通常的随机顺序，即链式大化顺序。通过使用阿基米德共轭和弱主要化概念，我们还得到了一些按通常随机顺序比较最小索赔额的条件。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Mathematical Methods of Statistics STATISTICS & PROBABILITY-

CiteScore

0.60

自引率

0.00%

发文量

期刊介绍： Mathematical Methods of Statistics is an is an international peer reviewed journal dedicated to the mathematical foundations of statistical theory. It primarily publishes research papers with complete proofs and, occasionally, review papers on particular problems of statistics. Papers dealing with applications of statistics are also published if they contain new theoretical developments to the underlying statistical methods. The journal provides an outlet for research in advanced statistical methodology and for studies where such methodology is effectively used or which stimulate its further development.