Pages that link to "Item:Q5718291"
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The following pages link to An Actuarial Index of the Right-Tail Risk (Q5718291):
Displaying 42 items.
- Comparison of risks based on the expected proportional shortfall (Q153955) (← links)
- On the generalized cumulative residual entropy with applications in actuarial science (Q313600) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Testing variability orderings by using Gini's mean differences (Q670122) (← links)
- Optimal reinsurance under general risk measures (Q868316) (← links)
- A stop-loss risk index (Q868318) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Distribution-free comparison of pricing principles. (Q1413273) (← links)
- Risk measures and insurance premium principles. (Q1413286) (← links)
- On weighted generalized cumulative residual entropy of order \(n\) (Q1657797) (← links)
- Estimating the index of increase via balancing deterministic and random data (Q1788718) (← links)
- Modelling losses using an exponential-inverse Gaussian distribution (Q1888893) (← links)
- Sensitivity analysis and tail variability for the Wang's actuarial index (Q2034162) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- On a family of coherent measures of variability (Q2212171) (← links)
- On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- On the \(L_p\)-metric between a probability distribution and its distortion (Q2445339) (← links)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Statistical inference for tail-based cumulative residual entropy (Q2670125) (← links)
- A new variability order based on tail-heaviness (Q3462137) (← links)
- A class of location-independent variability orders, with applications (Q3578673) (← links)
- Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844) (← links)
- Analytical Bounds for two Value-at-Risk Functionals (Q4661662) (← links)
- Interval Estimation of Actuarial Risk Measures (Q5018749) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- ON THE ELASTICITY OF EXPECTED INTEREPOCH INTERVALS IN A NON-HOMOGENEOUS POISSON PROCESS UNDER SMALL VARIATIONS OF HAZARD RATE (Q5070870) (← links)
- ON CUMULATIVE RESIDUAL EXTROPY (Q5070873) (← links)
- Measures of inaccuracy in record values (Q5075470) (← links)
- A new infinitely divisible discrete distribution with applications to count data modeling (Q5078427) (← links)
- How a probabilistic analogue of the mean value theorem yields stein-type covariance identities (Q5086995) (← links)
- AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION (Q5119568) (← links)
- The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes (Q5221546) (← links)
- Empirical Estimation of Risk Measures and Related Quantities (Q5715936) (← links)
- Tail Conditional Expectations for Elliptical Distributions (Q5715937) (← links)
- Optimal reinsurance under mean-variance premium principles (Q5938028) (← links)
- Quantile based geometric vitality function of order statistics (Q6044268) (← links)
- Extensions of fractional cumulative residual entropy with applications (Q6096196) (← links)
- On weighted cumulative Tsallis residual and past entropy measures (Q6116983) (← links)
- Results on a generalized fractional cumulative entropy (Q6123489) (← links)
- A family of variability measures based on the cumulative residual entropy and distortion functions (Q6152717) (← links)
