Pages that link to "Item:Q2415980"
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The following pages link to On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980):
Displaying 9 items.
- Model points and tail-VaR in life insurance (Q495485) (← links)
- Comparing tail variabilities of risks by means of the excess wealth order (Q659172) (← links)
- Sensitivity analysis and tail variability for the Wang's actuarial index (Q2034162) (← links)
- Fractional generalized cumulative entropy and its dynamic version (Q2045927) (← links)
- Statistical inference for tail-based cumulative residual entropy (Q2670125) (← links)
- A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES (Q5140088) (← links)
- Cumulative entropy of progressively type-II censored order statistics and associated optimal life testing-plans (Q5880777) (← links)
- Generalized cumulative residual Tsallis entropy and its properties (Q6060700) (← links)
- A family of variability measures based on the cumulative residual entropy and distortion functions (Q6152717) (← links)