Ordering properties of the smallest and largest lifetimes in Gompertz–Makeham model

The Gompertz–Makeham (GM) distribution, which is used commonly to represent lifetimes based on laws of mortality, is one of the most popular choices for mortality modeling in the field of actuarial science. This paper investigates ordering properties of the smallest and largest lifetimes arising from two sets of heterogeneous groups of insurees following respective GM distributions. Some sufficient conditions are provided for comparing the …