A. Dolati

activity

20182020

most citedA General Class of Weighted Rank Correlation Measures

2 citations · 4 across the 5 of their papers we have counts for

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Showing 2018Show all

3 papers · 1 filter

q-fin.RM2018★ 1 cited

Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios

Hossein Nadeb, Hamzeh Torabi, Ali Dolati

Let $X_{λ_{1}}, \dots, X_{λ_{n}}$ be dependent non-negative random variables and $Y_{i} = I_{p_{i}} X_{λ_{i}}$ , $i = 1, \dots, n$ , where $I_{p_{1}}, \dots, I_{p_{n}}$ are independent Bernoulli random…

q-fin.RM2018★ 1 cited

Ordering the smallest claim amounts from two sets of interdependent heterogeneous portfolios

Hossein Nadeb, Hamzeh Torabi, Ali Dolati

Let $X_{λ_{1}}, \dots, X_{λ_{n}}$ be a set of dependent and non-negative random variables share a survival copula and let $Y_{i} = I_{p_{i}} X_{λ_{i}}$ , $i = 1, \dots, n$ , where $I_{p_1},\ldots,I…

stat.AP2018

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 $X_{λ_{1}}, \dots, X_{λ_{n}}$ be independent non-negative random variables belong to the transmuted-G model and let $Y_{i} = I_{p_{i}} X_{λ_{i}}$ , $i = 1, \dots, n$ , where $I_{p_1}, \ldots,…