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Bounds for Moments of the Maximum of Concomitants of Selected Order Statistics With Application |
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| Authors: | Marek Kaluszka |
| Affiliation: | Institute of Mathematics , Technical University of Lodz , Lodz, Poland |
| Abstract: | We present sharp bounds for moments of the maximum of concomitants of selected order statistics. The dependence between pair components is modeled by copulas. We use the bounds to compare some insurance premiums. |
| Keywords: | Concomitants Copulas Insurance Order statistics Premiums |