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Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model

Recurso electrónico / Electronic resource
MARC record
Tag12Value
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
24510‎$a‎Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model‎$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
7001 ‎$0‎MAPA20200020189‎$a‎Torabi, Hamzeh
7001 ‎$0‎MAPA20200020196‎$a‎Dolati, Ali
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎01/09/2020 Tomo 24 Número 3 - 2020 , p. 475-487