On a family of risk measures based on proportional hazards models and tail probabilities

Georgios Psarrakos, Miguel A. Sordo

Year of publication:	2019
Authors:	Psarrakos, Georgios ; Sordo, Miguel A.
Published in:	Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 86.2019, p. 232-240
Subject:	Proportional hazards model \| Variability measures \| Gini mean difference \| Residual lifetime \| Dispersive order \| Premium principle \| Cumulative residual entropy \| Theorie \| Theory \| Risiko \| Risk \| Entropie \| Entropy \| Messung \| Measurement \| Risikomaß \| Risk measure \| Statistische Bestandsanalyse \| Duration analysis \| Wahrscheinlichkeitsrechnung \| Probability theory

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