2024 : 11 : 24
Ghobad Saadatkia

Ghobad Saadatkia

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Basic and Applied Sciences
Address:
Phone:

Research

Title
Some lower and upper bounds for survival function and stop-loss transformation of smallest and largest claim amounts by using
Type
Presentation
Keywords
Majorization order, Stochastic orderings, Smallest claim amounts, Largest claim amounts.
Year
2024
Researchers Ghobad Saadatkia ، Abedin Haidari

Abstract

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).