Sensitivity analysis and tail variability for the Wang's actuarial index
Georgios Psarrakos, Polyxeni Vliora
| Year of publication: |
2021
|
|---|---|
| Authors: | Psarrakos, Georgios ; Vliora, Polyxeni |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 147-152
|
| Subject: | Cumulative residual entropy | Mean excess function | Proportional hazards model | Right-tail index | Tail variability measures | Entropie | Entropy | Sensitivitätsanalyse | Sensitivity analysis | Schätztheorie | Estimation theory | Index | Index number | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545279