On the \(L_p\)-metric between a probability distribution and its distortion
From MaRDI portal
Publication:2445339
DOI10.1016/j.insmatheco.2012.04.004zbMath1284.60011MaRDI QIDQ2445339
Miguel López-Díaz, Miguel A. Sordo, Alfonso Suárez-Llorens
Publication date: 14 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.04.004
60E05: Probability distributions: general theory
62E10: Characterization and structure theory of statistical distributions
60B10: Convergence of probability measures
Related Items
DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS, Stochastic comparisons of interfailure times under a relevation replacement policy, A family of variability measures based on the cumulative residual entropy and distortion functions, New developments on the \(L_p\)-metric between a probability distribution and its distortion, Distorted Lorenz curves: models and comparisons, Testing variability orderings by using Gini's mean differences, Insurance pricing under ambiguity, Stochastic orders and co-risk measures under positive dependence, Stochastic comparisons and bounds for conditional distributions by using copula properties, The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance, Distortion representations of multivariate distributions, On a family of coherent measures of variability, A quantitative comparison of risk measures, \(L_p\)-metric under the location-independent risk ordering of random variables, A family of premium principles based on mixtures of TVaRs, A new variability order based on tail-heaviness
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Comparison of increasing directionally convex transformations of random vectors with a common copula
- Stochastic orders
- Characterization of stochastic orders by \(L\)-functionals
- Descriptive statistics for non-parametric models. III: Dispersion
- Dispersion measures and dispersive orderings.
- Evaluating improvements for spacings of order statistics
- Insurance pricing and increased limits ratemaking by proportional hazards transforms
- Stochastic comparisons of distorted variability measures
- Generalized deviations in risk analysis
- Coherent Measures of Risk
- Risk Measures and Comonotonicity: A Review
- Properties of Coherent Systems with Dependent Components
- Concepts of dispersion in distributions: a comparative note
- Entropy-Based Tests of Uniformity
- Another Proof that Convex Functions are Locally Lipschitz
- Stochastic ordering properties for systems with dependent identically distributed components
- An Actuarial Index of the Right-Tail Risk
