Yang, Jianping; Zhuang, Weiwei; Hu, Taizhong - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 321-324
The Lp-metric Δh,p(X) between the survival function F¯ of a random variable X and its distortion h∘F¯ is a characteristic of the variability of X. In this paper, it is shown that if a random variable X is larger than another random variable Y in the location-independent risk order or in the...
