Residual and past entropy in actuarial science and survival models

DOI10.1007/s11009-012-9300-0zbMath1284.62643OpenAlexW2041383684MaRDI QIDQ2445491

Takis Papaioannou, Athanasios Sachlas

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

truncationproportional hazardscensoringfrailty modelsresidual entropypast entropyloss distributionsproportional reversed hazards

Mathematics Subject Classification ID

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

Related Items

ANALYSIS AND APPLICATIONS OF THE RESIDUAL VARENTROPY OF RANDOM LIFETIMES ⋮ On the generalized cumulative residual entropy with applications in actuarial science ⋮ Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades ⋮ ON GENERALIZED CUMULATIVE ENTROPIES ⋮ 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 ⋮ Non-parametric estimation of the generalized past entropy function with censored dependent data ⋮ Quantile-based reliability aspects of cumulative Tsallis entropy in past lifetime ⋮ Quantile-based cumulative Kullback–Leibler divergence ⋮ Some properties of Lin–Wong divergence on the past lifetime data

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