Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model
Contenido multimedia no disponible por derechos de autor o por acceso restringido. Contacte con la institución para más información.
Tag | 1 | 2 | Value |
---|---|---|---|
LDR | 00000cab a2200000 4500 | ||
001 | MAP20200031574 | ||
003 | MAP | ||
005 | 20201006140949.0 | ||
008 | 201006e20200901usa|||p |0|||b|eng d | ||
040 | $aMAP$bspa$dMAP | ||
084 | $a6 | ||
100 | $0MAPA20200020110$aNadeb, Hossein | ||
245 | 1 | 0 | $aStochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model$cHossein Nadeb, Hamzeh Torabi, Ali Dolati |
520 | $aAnnual premium is the amount paid by the policyholder as the cost of the insurance cover being purchased. Indeed, it is the primary cost to the policyholder for assigning the risk to the insurer and depends on the type of insurance. Determination of the annual premium is an important problem in insurance analysis. For this purpose, the smallest and the largest claim amounts provide useful information. An attractive problem for the actuaries is expressing preferences between random future gains or losses, (Barmalzan, Najafabadi, and Balakrishnan 2017). For this purpose, stochastic orderings are very helpful. Stochastic orderings have been extensively used in areas such as management science, financial economics, insurance, actuarial science, operation research, reliability theory, queuing theory, and survival analysis. For more details on stochastic orderings we refer to Müller and Stoyan (2002), Shaked and Shanthikumar (2007), and Li and Li (2013). The transmuted-G (TG) model, which was introduced by Mirhossaini and Dolati (2008) and Shaw and Buckley (2009), is an attractive model for constructing new flexible distributions. | ||
650 | 4 | $0MAPA20080586447$aModelo estocástico | |
650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
650 | 4 | $0MAPA20080581886$aPrimas de seguros | |
650 | 4 | $0MAPA20080553630$aCoberturas | |
650 | 4 | $0MAPA20080567118$aReclamaciones | |
700 | 1 | $0MAPA20200020189$aTorabi, Hamzeh | |
700 | 1 | $0MAPA20200020196$aDolati, Ali | |
773 | 0 | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g01/09/2020 Tomo 24 Número 3 - 2020 , p. 475-487 |