On the generalized cumulative residual entropy with applications in actuarial science

DOI10.1016/J.CAM.2016.06.037zbMath1469.62210OpenAlexW2472576221MaRDI QIDQ313600

Georgios Psarrakos, Abdolsaeed Toomaj

Publication date: 12 September 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.06.037

zbMATH Keywords

order statisticsWeibull distributionincreasing convex ordercharacterization resultsgeneralized cumulative residual entropyright-tail risk measure

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10) Statistical aspects of information-theoretic topics (62B10)

Related Items (16)

On generalized conditional cumulative past inaccuracy measure. ⋮ ON THE ELASTICITY OF EXPECTED INTEREPOCH INTERVALS IN A NON-HOMOGENEOUS POISSON PROCESS UNDER SMALL VARIATIONS OF HAZARD RATE ⋮ On weighted generalized cumulative residual entropy of order \(n\) ⋮ Cumulative residual entropy applied to testing uniformity ⋮ On a family of risk measures based on proportional hazards models and tail probabilities ⋮ Quantile based geometric vitality function of order statistics ⋮ Some properties of weighted survival extropy and its extended measures ⋮ Notes on cumulative entropy as a risk measure ⋮ Extensions of fractional cumulative residual entropy with applications ⋮ On weighted cumulative Tsallis residual and past entropy measures ⋮ Results on a generalized fractional cumulative entropy ⋮ On cumulative Tsallis entropies ⋮ Testing uniformity based on negative cumulative extropy ⋮ Some new findings on the cumulative residual Tsallis entropy ⋮ Relation between cumulative residual entropy and excess wealth transform with applications to reliability and risk ⋮ Characterizations of lifetime distributions using two relative reliability measures

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