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This work is entirely devoted to compare the largest claims from twoheterogeneous portfolios. It is assumed that the claim amounts in an insuranceportfolio are nonnegative absolutely continuous random variables and belong toa general family of distributions. The largest claims have been compared basedon various stochastic orderings. The established sufficient conditions areassociated with the matrices and vectors of model parameters. Applications ofthe results are provided for the purpose of illustration.

Ordering results between the largest claims arising from two general heterogeneous portfolios