Notes on cumulative entropy as a risk measure
From MaRDI portal
Publication:2420760
DOI10.1515/EQC-2018-0019zbMath1462.62738OpenAlexW2947248989WikidataQ127783209 ScholiaQ127783209MaRDI QIDQ2420760
Publication date: 7 June 2019
Published in: Stochastics and Quality Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/eqc-2018-0019
Applications of statistics to economics (62P20) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10) Reliability and life testing (62N05)
Related Items (7)
Cumulative entropy of progressively type-II censored order statistics and associated optimal life testing-plans ⋮ On some characterization results of R˜-norm dynamic survival entropies ⋮ On negative cumulative extropy with applications ⋮ Some properties of weighted survival extropy and its extended measures ⋮ On weighted cumulative Tsallis residual and past entropy measures ⋮ On cumulative Tsallis entropies ⋮ Relation between cumulative residual entropy and excess wealth transform with applications to reliability and risk
Cites Work
- A Mathematical Theory of Communication
- Reliable inference for the Gini index
- On the generalized cumulative residual entropy with applications in actuarial science
- On cumulative entropies
- Some new results on the cumulative residual entropy
- On the dynamic cumulative residual entropy
- Generalized cumulative residual entropy and record values
- SOME EXTENSIONS OF THE RESIDUAL LIFETIME AND ITS CONNECTION TO THE CUMULATIVE RESIDUAL ENTROPY
- Characterizations based on generalized cumulative residual entropy functions
- Cumulative Residual Entropy: A New Measure of Information
- Further results on the generalized cumulative entropy
- Stochastic comparisons of interfailure times under a relevation replacement policy
- Some properties of the cumulative residual entropy of coherent and mixed systems
This page was built for publication: Notes on cumulative entropy as a risk measure
