A family of variability measures based on the cumulative residual entropy and distortion functions
From MaRDI portal
Publication:6152717
DOI10.1016/j.insmatheco.2023.12.002MaRDI QIDQ6152717
Georgios Psarrakos, Abdolsaeed Toomaj, Polyxeni Vliora
Publication date: 13 February 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
mean residual life functionageing classescumulative residual entropydistortion functionsvariability measures
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On families of beta- and generalized gamma-generated distributions and associated inference
- Loss reserving using loss aversion functions
- Dynamic capital allocation with distortion risk measures
- Stochastic orders
- Families of distributions arising from distributions of order statistics
- Characterizations of classes of risk measures by dispersive orders
- Weighted premium calculation principles
- Estimation of the mean of a multivariate normal distribution
- Axiomatic characterization of insurance prices
- Insurance pricing and increased limits ratemaking by proportional hazards transforms
- A synthesis of risk measures for capital adequacy
- Sensitivity analysis and tail variability for the Wang's actuarial index
- On a family of coherent measures of variability
- Entropy, longevity and the cost of annuities
- On the dynamic cumulative residual entropy
- A general family of univariate stochastic orders
- Risk measures, distortion parameters, and their empirical estimation
- Generalized cumulative residual entropy and record values
- On a family of risk measures based on proportional hazards models and tail probabilities
- On the \(L_p\)-metric between a probability distribution and its distortion
- \(L_p\)-metric under the location-independent risk ordering of random variables
- A family of premium principles based on mixtures of TVaRs
- More on a new concept of entropy and information
- Statistical inference for tail-based cumulative residual entropy
- SOME EXTENSIONS OF THE RESIDUAL LIFETIME AND ITS CONNECTION TO THE CUMULATIVE RESIDUAL ENTROPY
- Characterizations Based on Cumulative Residual Entropy of First-Order Statistics
- Reliability applications of the relevation transform
- Cumulative Residual Entropy: A New Measure of Information
- The Dual Theory of Choice under Risk
- How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
- Dual Moments and Risk Attitudes
- Empirical Estimation of Risk Measures and Related Quantities
- An Actuarial Index of the Right-Tail Risk
This page was built for publication: A family of variability measures based on the cumulative residual entropy and distortion functions