Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5076250 | Insurance: Mathematics and Economics | 2016 | 8 Pages |
Abstract
This note has a revisit to stochastic comparison on aggregate claim amounts. We develop sufficient conditions for the usual stochastic order on aggregate claim amounts of independent claim sizes and with a common occurrence frequency vector. Besides, we obtain the usual stochastic order on aggregate claim amounts with a common WSAI claim size vector, and this also improves Theorem 4.6 of Zhang and Zhao (2015).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Chen Li, Xiaohu Li,