Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model

Let Xλ1,…,Xλn be independent and non-negative random variables belong to the transmuted-G model and let Yi=IpiXλi,i=1,…,n, where Ip1,…,Ipn are independent Bernoulli random variables independent of ...