| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20150002464 |
| 003 | | | MAP |
| 005 | | | 20150122171255.0 |
| 008 | | | 150113e20141103esp|||p |0|||b|spa d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | 1 | | $0MAPA20150002877$aYang, Jianping |
| 245 | 1 | 0 | $alp-metric under the location-independent risk ordering of random variables$cJianping Yang, Weiwei Zhuang, Taizhong Hu |
| 520 | | | $aThe Lp-metric ?h,p(X) between the survival function View the MathML source of a random variable X and its distortion View the MathML source 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 excess wealth order, then ?h,p(X)=?h,p(Y) whenever p?(0,1] and the distortion function h is convex or concave. An alternative and simple proof of the corresponding known result in the literature for the dispersive order is given. Some applications are also presented. |
| 773 | 0 | | $wMAP20077100574$tInsurance : mathematics and economics$dOxford : Elsevier, 1990-$x0167-6687$g03/11/2014 Volumen 59 Número 1 - noviembre 2014 |
| 856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |
