On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a family of risk measures based on proportional hazards models and tail probabilities |
scientific article |
Statements
On a family of risk measures based on proportional hazards models and tail probabilities (English)
0 references
23 May 2019
0 references
proportional hazards model
0 references
variability measures
0 references
Gini mean difference
0 references
residual lifetime
0 references
dispersive order
0 references
premium principle
0 references
cumulative residual entropy
0 references
