Let $ X_{λ_1},\ldots,X_{λ_n}$ be dependent non-negative random variables and $Y_i=I_{p_i} X_{λ_i}$, $i=1,\ldots,n$, where $I_{p_1},\ldots,I_{p_n}$ are independent Bernoulli random variables independent of $X_{λ_i}$'s, with ${\rm E}[I_{p_i}]=p_i$, $i=1,\ldots,n$. In actuarial sciences, $Y_i$ corresponds to the claim amount in a portfolio of risks. In this paper, we compare the largest claim amounts of two sets of interdependent portfolios, in the sense of usual stochastic order, when the variables in one set have the parameters $λ_1,\ldots,λ_n$ and $p_1,\ldots,p_n$ and the variables in the other set have the parameters $λ^{*}_1,\ldots,λ^{*}_n$ and $p^*_1,\ldots,p^*_n$. For illustration, we apply the results to some important models in actuary.