On a family of risk measures based on proportional hazards models and tail probabilities

DOI10.1016/j.insmatheco.2019.03.005zbMath1411.91309OpenAlexW2923542029WikidataQ128205431 ScholiaQ128205431MaRDI QIDQ2415980

Miguel A. Sordo, Georgios Psarrakos

Publication date: 23 May 2019

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.03.005

zbMATH Keywords

proportional hazards modelresidual lifetimedispersive orderGini mean differencecumulative residual entropypremium principlevariability measures

Mathematics Subject Classification ID

Related Items (8)

Cumulative entropy of progressively type-II censored order statistics and associated optimal life testing-plans ⋮ Statistical inference for tail-based cumulative residual entropy ⋮ Generalized cumulative residual Tsallis entropy and its properties ⋮ Type-II progressive censoring with GLM-based random removal mechanism dependent on the experimental conditions ⋮ A family of variability measures based on the cumulative residual entropy and distortion functions ⋮ A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES ⋮ Sensitivity analysis and tail variability for the Wang's actuarial index ⋮ Fractional generalized cumulative entropy and its dynamic version

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