Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model

Hossein Nadeb, Hamzeh Torabi, Ali Dolati

Let $X_{{\lambda }_1},\dots ,X_{{\lambda }_n}$ be independent non-negative random variables belong to the transmuted-G model and let $Y_i=I_{p_i}{X}_{{\lambda }_i}$, $i=1,\dots ,n$, where $I_{p_1}, \ldots,…