\(L_p\)-metric under the location-independent risk ordering of random variables
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Publication:2514631
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
Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)
Related Items (6)
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 ⋮ Robust insurance design with distortion risk measures ⋮ A family of premium principles based on mixtures of TVaRs
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