Sensitivity analysis and tail variability for the Wang's actuarial index

DOI10.1016/j.insmatheco.2021.03.003zbMath1466.91267OpenAlexW3138220631MaRDI QIDQ2034162

Polyxeni Vliora, Georgios Psarrakos

Publication date: 21 June 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.03.003

zbMATH Keywords

proportional hazards modelmean excess functioncumulative residual entropyright-tail indextail variability measures

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

A family of variability measures based on the cumulative residual entropy and distortion functions

Cites Work

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