On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980)
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scientific article; zbMATH DE number 7057820
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| default for all languages | No label defined |
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| English | On a family of risk measures based on proportional hazards models and tail probabilities |
scientific article; zbMATH DE number 7057820 |
Statements
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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0.8346649408340454
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0.7975766658782959
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0.7961965203285217
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0.7832304835319519
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0.774681568145752
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