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1 results

  • Stochastic comparisons of largest claim and aggregate claim amounts

  • Part of
  • Arindam Panja, Pradip Kundu, Nil Kamal Hazra, Biswabrata Pradhan
  • Journal:
    Probability in the Engineering and Informational Sciences / Volume 38 / Issue 2 / April 2024
    Published online by Cambridge University Press:
    04 April 2023, pp. 245-267
    • Article
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  • 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.