Let X λ1 , . . . , X λn be independent non-negative random variables belong to the transmuted-G model and let Y i = I pi X λi , i = 1, . . . , n, where I p1 , . . . , I pn are independent Bernoulli random variables independent of X λi 's, with E[I pi ] = p i , i = 1, . . . , n. In actuarial sciences, Y i corresponds to the claim amount in a portfolio of risks. In this paper we compare the smallest and the largest claim amounts of two sets of independent portfolios belonging to the transmuted-G model, in the sense of usual stochastic order, hazard rate order and dispersive order, when the variables in one set have the parameters λ 1 , ..., λ n and the variables in the other set have the parameters λ * 1 , ..., λ * n . For illustration we apply the results to the transmuted-G exponential and the transmuted-G Weibull models.