Stochastic comparisons of distorted variability measures

DOI10.1016/j.insmatheco.2011.01.014zbMath1218.91095OpenAlexW2066097327MaRDI QIDQ2276253

Miguel A. Sordo, Alfonso Suárez-Llorens

Publication date: 1 August 2011

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10498/14978

zbMATH Keywords

distortionsdispersive orderexcess wealth ordertail variancedistorted distributions

Mathematics Subject Classification ID

Related Items (20)

Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems ⋮ Stochastic comparisons of residual lifetimes and inactivity times of coherent systems with dependent identically distributed components ⋮ A new variability order based on tail-heaviness ⋮ On a family of risk measures based on proportional hazards models and tail probabilities ⋮ Distorted Lorenz curves: models and comparisons ⋮ Comparison of increasing directionally convex transformations of random vectors with a common copula ⋮ Stochastic orders and co-risk measures under positive dependence ⋮ The connection between distortion risk measures and ordered weighted averaging operators ⋮ On the \(L_p\)-metric between a probability distribution and its distortion ⋮ Comparisons in the mean residual life order of coherent systems with identically distributed components ⋮ Testing variability orderings by using Gini's mean differences ⋮ Some new results on the LQE ordering ⋮ Stochastic comparisons and bounds for conditional distributions by using copula properties ⋮ Stochastic ordering properties for systems with dependent identically distributed components ⋮ The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance ⋮ Stochastic comparisons of component and system redundancies with dependent components ⋮ Comparison of risks based on the expected proportional shortfall ⋮ Reliability properties of proportional hazards relevation transform ⋮ Distortion representations of multivariate distributions ⋮ Comparison of conditional distributions in portfolios of dependent risks

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