Search Results - subject:"cumulative residual entropy"

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

Psarrakos, Georgios; Toomaj, Abdolsaeed; Vliora, Polyxeni - In: Insurance : mathematics and economics 114 (2024), pp. 212-222

Persistent link: https://www.econbiz.de/10015049393

Statistical inference for tail-based cumulative residual entropy

Sun, Hongfang; Chen, Yu; Hu, Taizhong - In: Insurance / Mathematics & economics 103 (2022), pp. 66-95

Persistent link: https://www.econbiz.de/10013198327

Relation Between Cumulative Residual Entropy and Excess Wealth Transform with Applications to Reliability and Risk

Unnikrishnan Nair, N.; Vineshkumar, B. - In: Stochastics and Quality Control 36 (2021) 1, pp. 43-57

Abstract Dynamic cumulative residual entropy is a new addition to the class of information measures. In the present …

Persistent link: https://www.econbiz.de/10014591054

Sensitivity analysis and tail variability for the Wang's actuarial index

Psarrakos, Georgios; Vliora, Polyxeni - In: Insurance / Mathematics & economics 98 (2021), pp. 147-152

Persistent link: https://www.econbiz.de/10012545279

On a family of coherent measures of variability

Hu, Taizhong; Chen, Ouxiang - In: Insurance / Mathematics & economics 95 (2020), pp. 173-182

Persistent link: https://www.econbiz.de/10012420133

Cumulative paired Phi-entropy

Klein, Ingo; Mangold, Benedikt - 2015

A new kind of entropy will be introduced generalizing both the differential entropy and the cumulative (residual …) entropy. The generalization is twofold. Firstly, we define the entropy for cumulative distribution functions (cdf) and …

Persistent link: https://www.econbiz.de/10011300742

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

Psarrakos, Georgios; Sordo, Miguel A. - In: Insurance / Mathematics & economics 86 (2019), pp. 232-240

Persistent link: https://www.econbiz.de/10012058865

Generalized cumulative residual entropy and record values

Psarrakos, Georgios; Navarro, Jorge - In: Metrika 76 (2013) 5, pp. 623-640

the concept of cumulative residual entropy introduced by Rao et al. (in IEEE Trans Inf Theory 50:1220–1228, <CitationRef … CitationID="CR13">2004</CitationRef>). The new concept called generalized cumulative residual entropy (GCRE) is related with the …

Persistent link: https://www.econbiz.de/10010995080