Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

New developments on the \(L_p\)-metric between a probability distribution and its distortion

From MaRDI portal
Publication:273743
Jump to:navigation, search

DOI10.1016/j.spl.2015.10.006zbMath1382.60044OpenAlexW2189514598MaRDI QIDQ273743

Taizhong Hu, Jian-Ping Yang

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.10.006

zbMATH Keywords

Lorenz orderconvex orderdilation orderexcess wealth orderlocation-independent risk orderstar order


Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)


Related Items

On a family of coherent measures of variability



Cites Work

  • Stochastic orders
  • Fusions of a probability distribution
  • Ordering risks: expected utility theory versus Yaari's dual theory of risk
  • Comparing risks with unbounded distributions
  • Insurance pricing and increased limits ratemaking by proportional hazards transforms
  • Orderings of risks: A comparative study via stop-loss transforms
  • On the \(L_p\)-metric between a probability distribution and its distortion
  • \(L_p\)-metric under the location-independent risk ordering of random variables
  • Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
  • Partial Orderings of Distributions Based on Right-Spread Functions
  • Two Variability Orders
Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:273743&oldid=12158547"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 30 January 2024, at 02:51.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki