On the generalized cumulative residual entropy with applications in actuarial science
DOI10.1016/J.CAM.2016.06.037zbMATH Open1469.62210OpenAlexW2472576221MaRDI QIDQ313600FDOQ313600
Georgios Psarrakos, Abdolsaeed Toomaj
Publication date: 12 September 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.06.037
Weibull distributionorder statisticscharacterization resultsgeneralized cumulative residual entropyincreasing convex orderright-tail risk measure
Statistical aspects of information-theoretic topics (62B10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Elements of Information Theory
- A Mathematical Theory of Communication
- Modeling failure time data by lehman alternatives
- An Actuarial Index of the Right-Tail Risk
- Some new results on the cumulative residual entropy
- On the dynamic cumulative residual entropy
- More on a new concept of entropy and information
- Characterizations Based on Cumulative Residual Entropy of First-Order Statistics
- Cumulative Residual Entropy: A New Measure of Information
- On cumulative entropies
- Characterizations based on Rényi entropy of order statistics and record values
- The Exponentiated Weibull Family: A Reanalysis of the Bus-Motor-Failure Data
- On a Generalized Moment Problem. II
- Ordering univariate distributions by entropy and variance
- The exponentiated weibull family: some properties and a flood data application
- Analysis of lognormal survival data
- On the coefficient of variation of the \({\mathcal L}\)- and \(\bar {\mathcal L}\)-classes
- The minimal entropy martingale measure in a market of traded financial and actuarial risks
- Generalized cumulative residual entropy and record values
- Residual and past entropy in actuarial science and survival models
- Estimation of the upper cutoff parameter for the tapered Pareto distribution
- Some Characterizations Based on Entropy of Order Statistics and Record Values
- Entropy, a useful concept in risk theory
- Exponential and scale mixtures and equilibrium distributions
- Earthquake size distribution and earthquake insurance
- Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
- A test for the increasing convex order based on the cumulative residual entropy
Cited In (19)
- Cumulative residual entropy applied to testing uniformity
- Quantile based geometric vitality function of order statistics
- Title not available (Why is that?)
- Some new findings on the cumulative residual Tsallis entropy
- On the information properties of working used systems using dynamic signature
- Extensions of fractional cumulative residual entropy with applications
- On weighted cumulative Tsallis residual and past entropy measures
- On generalized conditional cumulative past inaccuracy measure.
- Some properties of weighted survival extropy and its extended measures
- On weighted generalized cumulative residual entropy of order \(n\)
- Testing uniformity based on negative cumulative extropy
- On a family of risk measures based on proportional hazards models and tail probabilities
- Notes on cumulative entropy as a risk measure
- On cumulative Tsallis entropies
- Relation between cumulative residual entropy and excess wealth transform with applications to reliability and risk
- Title not available (Why is that?)
- ON THE ELASTICITY OF EXPECTED INTEREPOCH INTERVALS IN A NON-HOMOGENEOUS POISSON PROCESS UNDER SMALL VARIATIONS OF HAZARD RATE
- Characterizations of lifetime distributions using two relative reliability measures
- Results on a generalized fractional cumulative entropy
This page was built for publication: On the generalized cumulative residual entropy with applications in actuarial science
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q313600)
