Pages that link to "Item:Q2445339"

The following pages link to On the \(L_p\)-metric between a probability distribution and its distortion (Q2445339):

Displaying 20 items.

• New developments on the \(L_p\)-metric between a probability distribution and its distortion (Q273743) (← links)
• Distorted Lorenz curves: models and comparisons (Q404738) (← links)
• Testing variability orderings by using Gini's mean differences (Q670122) (← links)
• Analytical approximation for distorted expectations (Q900958) (← links)
• Insurance pricing under ambiguity (Q906580) (← links)
• Stochastic orders and co-risk measures under positive dependence (Q1697224) (← links)
• Stochastic comparisons and bounds for conditional distributions by using copula properties (Q1994046) (← links)
• The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance (Q2015472) (← links)
• Distortion representations of multivariate distributions (Q2082487) (← links)
• On a family of coherent measures of variability (Q2212171) (← links)
• A quantitative comparison of risk measures (Q2400017) (← links)
• Quantization of probability distributions under norm-based distortion measures. II: Self-similar distributions (Q2488771) (← links)
• \(L_p\)-metric under the location-independent risk ordering of random variables (Q2514631) (← links)
• A family of premium principles based on mixtures of TVaRs (Q2520468) (← links)
• Quantization of probability distributions under norm-based distortion measures (Q3024663) (← links)
• A new variability order based on tail-heaviness (Q3462137) (← links)
• DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS (Q4629475) (← links)
• Stochastic comparisons of interfailure times under a relevation replacement policy (Q4684843) (← links)
• A family of variability measures based on the cumulative residual entropy and distortion functions (Q6152717) (← links)
• Robust insurance design with distortion risk measures (Q6565410) (← links)