مشخصات پژوهش

صفحه نخست /Some lower and upper bounds ...
عنوان Some lower and upper bounds for survival function and stop-loss transformation of smallest and largest claim amounts by using
نوع پژوهش ارائه مقاله در کنفرانس‌های علمی
کلیدواژه‌ها Majorization order, Stochastic orderings, Smallest claim amounts, Largest claim amounts.
چکیده In this paper, we nd simultaneous lower and upper bounds for the survival function and stop-loss transformation of smallest and largest claim amounts by using stochastic orders. We also obtain some lower bounds for the joint survival function of smallest and largest claim amounts, only based on the smallest claim's probabilities, and smallest and largest claim size distributions. The comparisons of smallest and largest claim amounts when the claim sizes vector has some dependent structures to the corresponding based on the independent claim sizes have been dis- cussed. The results established here complete and extend some results of Barmalzan et al. (2017).
پژوهشگران قباد سعادت کیا (نفر اول)، عابدین حیدری (نفر دوم)