最大索赔和总索赔金额的随机比较

IF 0.7 3区工程技术 Q4 ENGINEERING, INDUSTRIAL

Probability in the Engineering and Informational Sciences Pub Date : 2023-04-04 DOI:10.1017/s0269964823000104

Arindam Panja, Pradip Kundu, Nil Kamal Hazra, B. Pradhan

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引用次数: 1

摘要

本文在比例赔率模型的建立下，建立了两组独立投资组合和相互依赖投资组合的最大索赔金额的一些随机比较结果。我们还建立了两组独立投资组合的总索赔金额的随机比较结果。此外，还研究了两组独立的多离群值索赔中最大索赔金额的随机比较。我们得到的结果适用于整个扩展分布族，也称为Marshall-Olkin分布族。我们给出了许多数值例子来说明所得到的结果。

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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Stochastic comparisons of largest claim and aggregate claim amounts

In this paper, we establish some stochastic comparison results for largest claim amounts of two sets of independent and also for interdependent portfolios under the setup of the proportional odds model. We also establish stochastic comparison results for aggregate claim amounts of two sets of independent portfolios. Further, stochastic comparisons for largest claim amounts from two sets of independent multiple-outlier claims have also been studied. The results we obtained apply to the whole family of extended distributions, also known as the Marshall–Olkin family of distributions. We have given many numerical examples to illustrate the results obtained.

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来源期刊

Probability in the Engineering and Informational Sciences 数学-工程：工业

CiteScore

2.20

自引率

18.20%

发文量

审稿时长

>12 weeks

期刊介绍： The primary focus of the journal is on stochastic modelling in the physical and engineering sciences, with particular emphasis on queueing theory, reliability theory, inventory theory, simulation, mathematical finance and probabilistic networks and graphs. Papers on analytic properties and related disciplines are also considered, as well as more general papers on applied and computational probability, if appropriate. Readers include academics working in statistics, operations research, computer science, engineering, management science and physical sciences as well as industrial practitioners engaged in telecommunications, computer science, financial engineering, operations research and management science.