Residual and past entropy in actuarial science and survival models

DOI10.1007/S11009-012-9300-0MaRDI QIDQ2445491zbMATH OpenOpenAlexFDO

Authors Athanasios Sachlas, Takis Papaioannou

Publication date 14 April 2014

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-012-9300-0

zbMATH Keywords

censoringfrailty modelsloss distributionspast entropyproportional hazardsproportional reversed hazardsresidual entropytruncation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

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Cited in

(15)

• Quantile-based reliability aspects of cumulative Tsallis entropy in past lifetime
• Non-parametric estimation of the generalized past entropy function with censored dependent data
• On the generalized cumulative residual entropy with applications in actuarial science
• Quantile-based cumulative Kullback–Leibler divergence
• Second order entropy approach for risk models involving truncation and censoring
• ANALYSIS AND APPLICATIONS OF THE RESIDUAL VARENTROPY OF RANDOM LIFETIMES
• Some properties of Lin-Wong divergence on the past lifetime data
• ON GENERALIZED CUMULATIVE ENTROPIES
• Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades
• Stochastic comparisons and dynamic information of random lifetimes in a replacement model
• On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures
• Probabilistic mean value theorems for conditioned random variables with applications
• Properties of extropy and its weighted version for doubly truncated random variables
• Comparisons of variances through the probabilistic mean value theorem and applications
• Non-parametric estimation of the generalized past entropy function under -mixing sample

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