\(L_p\)-metric under the location-independent risk ordering of random variables

DOI10.1016/j.insmatheco.2014.10.009zbMath1320.60068OpenAlexW2025089676MaRDI QIDQ2514631

Weiwei Zhuang, Taizhong Hu, Jian-Ping Yang

Publication date: 3 February 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.10.009

zbMATH Keywords

variabilityorder statisticsdistortion functionexcess wealth orderlocation-independent risk order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Related Items (5)

New developments on the \(L_p\)-metric between a probability distribution and its distortion ⋮ A family of variability measures based on the cumulative residual entropy and distortion functions ⋮ On a family of coherent measures of variability ⋮ Stochastic comparisons of interfailure times under a relevation replacement policy ⋮ A family of premium principles based on mixtures of TVaRs

Cites Work

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• The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
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• Two Variability Orders
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