Article ID Journal Published Year Pages File Type
5076250 Insurance: Mathematics and Economics 2016 8 Pages PDF
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
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