L p-metric under the location-independent risk ordering of random variables
Jianping Yang; Weiwei Zhuang; Taizhong Hu
| Year of publication: |
2014
|
|---|---|
| Authors: | Yang, Jianping ; Zhuang, Weiwei ; Hu, Taizhong |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 321-324
|
| Subject: | Distortion function | The excess wealth order | The location-independent risk order | Order statistics | Variability | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010469973