On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.03.005 / rank
 
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Latest revision as of 04:12, 28 August 2024

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On a family of risk measures based on proportional hazards models and tail probabilities
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    On a family of risk measures based on proportional hazards models and tail probabilities (English)
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    23 May 2019
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    proportional hazards model
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    variability measures
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    Gini mean difference
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    residual lifetime
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    dispersive order
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    premium principle
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    cumulative residual entropy
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