کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5076617 1477216 2014 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Lp-metric under the location-independent risk ordering of random variables
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Lp-metric under the location-independent risk ordering of random variables
چکیده انگلیسی
The Lp-metric Δh,p(X) between the survival function F¯ of a random variable X and its distortion h∘F¯ is a characteristic of the variability of X. In this paper, it is shown that if a random variable X is larger than another random variable Y in the location-independent risk order or in the excess wealth order, then Δh,p(X)≥Δh,p(Y) whenever p∈(0,1] and the distortion function h is convex or concave. An alternative and simple proof of the corresponding known result in the literature for the dispersive order is given. Some applications are also presented.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 59, November 2014, Pages 321-324
نویسندگان
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