A family of variability measures based on the cumulative residual entropy and distortion functions

DOI10.1016/J.INSMATHECO.2023.12.002MaRDI QIDQ6152717zbMATH OpenFDO

Authors Georgios Psarrakos, Abdolsaeed Toomaj, Polyxeni Vliora

Publication date 13 February 2024

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.INSMATHECO.2023.12.002

zbMATH Keywords

ageing classescumulative residual entropydistortion functionsmean residual life functionvariability measures

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Statistical methods; risk measures (91G70)

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Cited in

(1)

• Worst-case distortion riskmetrics and weighted entropy with partial information

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