Sun, Hongfang; Chen, Yu; Hu, Taizhong Statistical inference for tail-based cumulative residual entropy. (English) Zbl 07487259 Insur. Math. Econ. 103, 66-95 (2022). MSC: 91G05 62G32 62H05 PDF BibTeX XML Cite \textit{H. Sun} et al., Insur. Math. Econ. 103, 66--95 (2022; Zbl 07487259) Full Text: DOI OpenURL
Psarrakos, Georgios; Vliora, Polyxeni Sensitivity analysis and tail variability for the Wang’s actuarial index. (English) Zbl 1466.91267 Insur. Math. Econ. 98, 147-152 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{P. Vliora}, Insur. Math. Econ. 98, 147--152 (2021; Zbl 1466.91267) Full Text: DOI OpenURL
Jahanshahi, S. M. A.; Zarei, H.; Khammar, A. H. On cumulative residual extropy. (English) Zbl 07507793 Probab. Eng. Inf. Sci. 34, No. 4, 605-625 (2020). MSC: 62B10 PDF BibTeX XML Cite \textit{S. M. A. Jahanshahi} et al., Probab. Eng. Inf. Sci. 34, No. 4, 605--625 (2020; Zbl 07507793) Full Text: DOI OpenURL
Psarrakos, Georgios; Toomaj, Abdolsaeed On the elasticity of expected interepoch intervals in a non-homogeneous Poisson process under small variations of hazard rate. (English) Zbl 07507790 Probab. Eng. Inf. Sci. 34, No. 4, 550-569 (2020). MSC: 91G05 60E05 60G55 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{A. Toomaj}, Probab. Eng. Inf. Sci. 34, No. 4, 550--569 (2020; Zbl 07507790) Full Text: DOI OpenURL
Hu, Taizhong; Chen, Ouxiang On a family of coherent measures of variability. (English) Zbl 1452.91273 Insur. Math. Econ. 95, 173-182 (2020). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{T. Hu} and \textit{O. Chen}, Insur. Math. Econ. 95, 173--182 (2020; Zbl 1452.91273) Full Text: DOI OpenURL
Tzougas, George; Karlis, Dimitris An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. (English) Zbl 1447.91149 ASTIN Bull. 50, No. 2, 555-583 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. Tzougas} and \textit{D. Karlis}, ASTIN Bull. 50, No. 2, 555--583 (2020; Zbl 1447.91149) Full Text: DOI Link OpenURL
Psarrakos, Georgios; Sordo, Miguel A. On a family of risk measures based on proportional hazards models and tail probabilities. (English) Zbl 1411.91309 Insur. Math. Econ. 86, 232-240 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{M. A. Sordo}, Insur. Math. Econ. 86, 232--240 (2019; Zbl 1411.91309) Full Text: DOI OpenURL
Tahmasebi, S.; Daneshi, S. Measures of inaccuracy in record values. (English) Zbl 07527155 Commun. Stat., Theory Methods 47, No. 24, 6002-6018 (2018). MSC: 62N05 90B25 62-XX PDF BibTeX XML Cite \textit{S. Tahmasebi} and \textit{S. Daneshi}, Commun. Stat., Theory Methods 47, No. 24, 6002--6018 (2018; Zbl 07527155) Full Text: DOI OpenURL
Chen, L.; Davydov, Y.; Gribkova, N.; Zitikis, R. Estimating the index of increase via balancing deterministic and random data. (English) Zbl 1401.62043 Math. Methods Stat. 27, No. 2, 83-102 (2018). MSC: 62G05 62G09 62G20 PDF BibTeX XML Cite \textit{L. Chen} et al., Math. Methods Stat. 27, No. 2, 83--102 (2018; Zbl 1401.62043) Full Text: DOI arXiv OpenURL
Kayal, Suchandan On weighted generalized cumulative residual entropy of order \(n\). (English) Zbl 1393.94657 Methodol. Comput. Appl. Probab. 20, No. 2, 487-503 (2018). MSC: 94A17 62N05 60E15 PDF BibTeX XML Cite \textit{S. Kayal}, Methodol. Comput. Appl. Probab. 20, No. 2, 487--503 (2018; Zbl 1393.94657) Full Text: DOI OpenURL
Psarrakos, Georgios; Toomaj, Abdolsaeed On the generalized cumulative residual entropy with applications in actuarial science. (English) Zbl 1469.62210 J. Comput. Appl. Math. 309, 186-199 (2017). MSC: 62E10 60E15 62B10 62P05 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{A. Toomaj}, J. Comput. Appl. Math. 309, 186--199 (2017; Zbl 1469.62210) Full Text: DOI OpenURL
Gündüz, Fatma F.; Genç, Ali İ. The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes. (English) Zbl 07184809 J. Stat. Comput. Simulation 86, No. 17, 3456-3481 (2016). MSC: 62J05 62P05 PDF BibTeX XML Cite \textit{F. F. Gündüz} and \textit{A. İ. Genç}, J. Stat. Comput. Simulation 86, No. 17, 3456--3481 (2016; Zbl 07184809) Full Text: DOI OpenURL
Sordo, Miguel A.; de Souza, Marilia C.; Suárez-Llorens, Alfonso Testing variability orderings by using Gini’s mean differences. (English) Zbl 07037208 Stat. Methodol. 32, 63-76 (2016). MSC: 62-XX PDF BibTeX XML Cite \textit{M. A. Sordo} et al., Stat. Methodol. 32, 63--76 (2016; Zbl 07037208) Full Text: DOI OpenURL
Sordo, Miguel A.; de Souza, Marilia C.; Suárez-Llorens, Alfonso A new variability order based on tail-heaviness. (English) Zbl 1382.60042 Statistics 49, No. 5, 1042-1061 (2015). MSC: 60E15 62P05 91B30 PDF BibTeX XML Cite \textit{M. A. Sordo} et al., Statistics 49, No. 5, 1042--1061 (2015; Zbl 1382.60042) Full Text: DOI OpenURL
Belzunce, Félix; Pinar, José F.; Ruiz, José M.; Sordo, Miguel A. Comparison of risks based on the expected proportional shortfall. (English) Zbl 1284.91206 Insur. Math. Econ. 51, No. 2, 292-302 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{F. Belzunce} et al., Insur. Math. Econ. 51, No. 2, 292--302 (2012; Zbl 1284.91206) Full Text: DOI OpenURL
López-Díaz, Miguel; Sordo, Miguel A.; Suárez-Llorens, Alfonso On the \(L_p\)-metric between a probability distribution and its distortion. (English) Zbl 1284.60011 Insur. Math. Econ. 51, No. 2, 257-264 (2012). MSC: 60B10 60E05 62E10 PDF BibTeX XML Cite \textit{M. López-Díaz} et al., Insur. Math. Econ. 51, No. 2, 257--264 (2012; Zbl 1284.60011) Full Text: DOI OpenURL
Peng, Liang; Qi, Yongcheng; Wang, Ruodu; Yang, Jingping Jackknife empirical likelihood method for some risk measures and related quantities. (English) Zbl 1284.62205 Insur. Math. Econ. 51, No. 1, 142-150 (2012). MSC: 62F40 91B30 62F25 62P05 PDF BibTeX XML Cite \textit{L. Peng} et al., Insur. Math. Econ. 51, No. 1, 142--150 (2012; Zbl 1284.62205) Full Text: DOI OpenURL
Necir, Abdelhakim; Meraghni, Djamel Estimating L-functionals for heavy-tailed distributions and application. (English) Zbl 1200.62050 J. Probab. Stat. 2010, Article ID 707146, 34 p. (2010). MSC: 62G30 62G32 62G20 62P05 PDF BibTeX XML Cite \textit{A. Necir} and \textit{D. Meraghni}, J. Probab. Stat. 2010, Article ID 707146, 34 p. (2010; Zbl 1200.62050) Full Text: DOI EuDML OpenURL
Shaked, Moshe; Sordo, Miguel A.; Suárez-Llorens, Alfonso A class of location-independent variability orders, with applications. (English) Zbl 1213.62164 J. Appl. Probab. 47, No. 2, 407-425 (2010). Reviewer: Jaroslaw Bartoszewicz (Wrocław) MSC: 62N05 60E15 62P20 91B30 PDF BibTeX XML Cite \textit{M. Shaked} et al., J. Appl. Probab. 47, No. 2, 407--425 (2010; Zbl 1213.62164) Full Text: DOI OpenURL
Furman, Edward; Zitikis, Ričardas Weighted pricing functionals with applications to insurance. (English) Zbl 1483.91194 N. Am. Actuar. J. 13, No. 4, 483-496 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{E. Furman} and \textit{R. Zitikis}, N. Am. Actuar. J. 13, No. 4, 483--496 (2009; Zbl 1483.91194) Full Text: DOI OpenURL
Furman, Edward; Zitikis, Ričardas Weighted risk capital allocations. (English) Zbl 1189.62163 Insur. Math. Econ. 43, No. 2, 263-269 (2008). MSC: 62P05 65C60 91B30 PDF BibTeX XML Cite \textit{E. Furman} and \textit{R. Zitikis}, Insur. Math. Econ. 43, No. 2, 263--269 (2008; Zbl 1189.62163) Full Text: DOI OpenURL
Sordo, Miguel A. Characterizations of classes of risk measures by dispersive orders. (English) Zbl 1141.91548 Insur. Math. Econ. 42, No. 3, 1028-1034 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{M. A. Sordo}, Insur. Math. Econ. 42, No. 3, 1028--1034 (2008; Zbl 1141.91548) Full Text: DOI Link OpenURL
Kaiser, Thomas; Brazauskas, Vytaras Interval estimation of actuarial risk measures. (English) Zbl 1480.91214 N. Am. Actuar. J. 10, No. 4, 249-268 (2006). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{T. Kaiser} and \textit{V. Brazauskas}, N. Am. Actuar. J. 10, No. 4, 249--268 (2006; Zbl 1480.91214) Full Text: DOI OpenURL
Furman, Edward; Landsman, Zinoviy Tail variance premium with applications for elliptical portfolio of risks. (English) Zbl 1162.91373 Astin Bull. 36, No. 2, 433-462 (2006). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{E. Furman} and \textit{Z. Landsman}, ASTIN Bull. 36, No. 2, 433--462 (2006; Zbl 1162.91373) Full Text: DOI OpenURL
Wu, Xianyi; Zhou, Xian A new characterization of distortion premiums via countable additivity for comonotonic risks. (English) Zbl 1132.91019 Insur. Math. Econ. 38, No. 2, 324-334 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{X. Wu} and \textit{X. Zhou}, Insur. Math. Econ. 38, No. 2, 324--334 (2006; Zbl 1132.91019) Full Text: DOI OpenURL
Wei, Wang; Yatracos, Yannis A stop-loss risk index. (English) Zbl 1136.91492 Insur. Math. Econ. 34, No. 2, 241-250 (2004). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Wei} and \textit{Y. Yatracos}, Insur. Math. Econ. 34, No. 2, 241--250 (2004; Zbl 1136.91492) Full Text: DOI OpenURL
Gajek, Lesław; Zagrodny, Dariusz Optimal reinsurance under general risk measures. (English) Zbl 1136.91478 Insur. Math. Econ. 34, No. 2, 227-240 (2004). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{D. Zagrodny}, Insur. Math. Econ. 34, No. 2, 227--240 (2004; Zbl 1136.91478) Full Text: DOI OpenURL
Frangos, Nikolaos; Karlis, Dimitris Modelling losses using an exponential-inverse Gaussian distribution. (English) Zbl 1054.62127 Insur. Math. Econ. 35, No. 1, 53-67 (2004). MSC: 62P05 62F10 62F15 PDF BibTeX XML Cite \textit{N. Frangos} and \textit{D. Karlis}, Insur. Math. Econ. 35, No. 1, 53--67 (2004; Zbl 1054.62127) Full Text: DOI Link OpenURL
Landsman, Zinoviy M.; Valdez, Emiliano A. Tail conditional expectations for elliptical distributions. (English) Zbl 1084.62512 N. Am. Actuar. J. 7, No. 4, 55-71 (2003). MSC: 62H10 62P05 PDF BibTeX XML Cite \textit{Z. M. Landsman} and \textit{E. A. Valdez}, N. Am. Actuar. J. 7, No. 4, 55--71 (2003; Zbl 1084.62512) Full Text: DOI OpenURL
Jones, Bruce L.; Zitikis, Ričardas Empirical estimation of risk measures and related quantities. (English) Zbl 1084.62537 N. Am. Actuar. J. 7, No. 4, 44-54 (2003). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{B. L. Jones} and \textit{R. Zitikis}, N. Am. Actuar. J. 7, No. 4, 44--54 (2003; Zbl 1084.62537) Full Text: DOI OpenURL
Hürlimann, Werner Analytical bounds for two value-at-risk functionals. (English) Zbl 1094.91032 Astin Bull. 32, No. 2, 235-265 (2002). MSC: 91B30 PDF BibTeX XML Cite \textit{W. Hürlimann}, ASTIN Bull. 32, No. 2, 235--265 (2002; Zbl 1094.91032) Full Text: DOI OpenURL
Landsman, Zinoviy; Sherris, Michael Risk measures and insurance premium principles. (English) Zbl 1055.91053 Insur. Math. Econ. 29, No. 1, 103-115 (2001). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Landsman} and \textit{M. Sherris}, Insur. Math. Econ. 29, No. 1, 103--115 (2001; Zbl 1055.91053) Full Text: DOI OpenURL
Hürlimann, Werner Distribution-free comparison of pricing principles. (English) Zbl 1074.91554 Insur. Math. Econ. 28, No. 3, 351-360 (2001). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, Insur. Math. Econ. 28, No. 3, 351--360 (2001; Zbl 1074.91554) Full Text: DOI OpenURL
Kaluszka, Marek Optimal reinsurance under mean-variance premium principles. (English) Zbl 1009.62096 Insur. Math. Econ. 28, No. 1, 61-67 (2001). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{M. Kaluszka}, Insur. Math. Econ. 28, No. 1, 61--67 (2001; Zbl 1009.62096) Full Text: DOI OpenURL