Powered by OpenAIRE graph
Found an issue? Give us feedback
addClaim

Variability of Total Claim Amounts under Dependence between Claims Severity and Number of Claims

Authors: F. BELZUNCE; E. ORTEGA; PELLEREY, FRANCO; J. M, RUIZ;

Variability of Total Claim Amounts under Dependence between Claims Severity and Number of Claims

Abstract

Dependencies among random numbers of summands in random sums or among summands have been widely studied in recent literature, and several applications have been developed in actuarial sciences and reliability, where dependencies among risks or lifetimes are quite usual incommonproblems. In this notewederive stochastic comparisons for random sums when the summands and number of summands depend on a common random environment. The main results presented here describe how such dependence among the random environmental parameters influences the variability of random vectors of sums. As a corollary, we provide stochastic bounds for total claim amounts. Other applications and a discussion of a related result are included.

Country
Italy
Related Organizations
Keywords

Random sums; Total claim amounts; Increasing convex order; Increasing componentwise convex order; Supermodular order; Positive orthant dependence order

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!