Search Results - subject:"elasticity function"

The elasticity of a random variable as a tool for measuring and assessing risks

Veres-Ferrer, Ernesto-Jesús; Pavia, José Manuel - In: Risks 10 (2022) 3, pp. 1-38

field, where it has given form to the so-called elasticity function. This function has proved to be a very useful tool for … this study, we consider the elasticity function in random terms, defining its probability distribution, which allows us to … greater or less than 1). This new tool, together with new results on the most notable points of the elasticity function …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013200958

The elasticity of a random variable as a tool for measuring and assessing risks

Veres-Ferrer, Ernesto-Jesús; Pavia, José Manuel - In: Risks : open access journal 10 (2022) 3, pp. 1-38

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013161568

On the relationship between the reversed hazard rate and elasticity

Veres-Ferrer, Ernesto; Pavía, Jose - In: Statistical Papers 55 (2014) 2, pp. 275-284

Despite hazard and reversed hazard rates sharing a number of similar aspects, reversed hazard functions are far less frequently used. Understanding their meaning is not a simple task. The aim of this paper is to expand the usefulness of the reversed hazard function by relating it to other...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010998555