Stochastic comparisons of distorted variability measures
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- scientific article; zbMATH DE number 3646134 (Why is no real title available?)
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- scientific article; zbMATH DE number 1076783 (Why is no real title available?)
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- On the tail mean-variance optimal portfolio selection
- Ordering risks: expected utility theory versus Yaari's dual theory of risk
- Partial Orderings of Distributions Based on Right-Spread Functions
- Preservation of the location independent risk order under convolution
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- Risk measures, distortion parameters, and their empirical estimation
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- Weighted premium calculation principles
Cited in
(27)- Distortion representations of multivariate distributions
- Stochastic comparisons of component and system redundancies with dependent components
- Characterizations of classes of risk measures by dispersive orders
- A new variability order based on tail-heaviness
- Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems
- Comparing tail variabilities of risks by means of the excess wealth order
- On a family of coherent measures of variability
- The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance
- Comparison of risks based on the expected proportional shortfall
- Comparison of increasing directionally convex transformations of random vectors with a common copula
- Stochastic ordering properties for systems with dependent identically distributed components
- Cumulative information generating function and generalized Gini functions
- Testing variability orderings by using Gini's mean differences
- Some new results on the LQE ordering
- On a family of risk measures based on proportional hazards models and tail probabilities
- On the \(L_p\)-metric between a probability distribution and its distortion
- On proportional odds relevation transform and its applications
- Parametric measures of variability induced by risk measures
- Dispersive orderings induced by differences of inter risk measures
- Distorted Lorenz curves: models and comparisons
- Stochastic comparisons and bounds for conditional distributions by using copula properties
- The connection between distortion risk measures and ordered weighted averaging operators
- Stochastic orders and co-risk measures under positive dependence
- Reliability properties of proportional hazards relevation transform
- Comparisons in the mean residual life order of coherent systems with identically distributed components
- Stochastic comparisons of residual lifetimes and inactivity times of coherent systems with dependent identically distributed components
- Comparison of conditional distributions in portfolios of dependent risks
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