On the L_p-metric between a probability distribution and its distortion
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Publication:2445339
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Cites work
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- Another Proof that Convex Functions are Locally Lipschitz
- Characterization of stochastic orders by \(L\)-functionals
- Coherent measures of risk
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- Dispersion measures and dispersive orderings.
- Entropy-Based Tests of Uniformity
- Evaluating improvements for spacings of order statistics
- Generalized deviations in risk analysis
- scientific article; zbMATH DE number 1194762 (Why is no real title available?)
- scientific article; zbMATH DE number 1022658 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- Insurance pricing and increased limits ratemaking by proportional hazards transforms
- Properties of Coherent Systems with Dependent Components
- Risk Measures and Comonotonicity: A Review
- Stochastic comparisons of distorted variability measures
- Stochastic ordering properties for systems with dependent identically distributed components
- Stochastic orders
Cited in
(21)- 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
- Quantization of probability distributions under norm-based distortion measures. II: Self-similar distributions
- \(L_p\)-metric under the location-independent risk ordering of random variables
- A family of premium principles based on mixtures of TVaRs
- New developments on the L_p-metric between a probability distribution and its distortion
- Quantization of probability distributions under norm-based distortion measures
- A new variability order based on tail-heaviness
- Distorted Lorenz curves: models and comparisons
- 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
- Robust insurance design with distortion risk measures
- Testing variability orderings by using Gini's mean differences
- Optimal Reinsurance Design under Ambiguity and Value-at-Risk Preference with Wasserstein and L k Distance Metrics
- Analytical approximation for distorted expectations
- Insurance pricing under ambiguity
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