MAP20150002464Yang, Jianpinglp-metric under the location-independent risk ordering of random variables / Jianping Yang, Weiwei Zhuang, Taizhong HuSumario: The 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 presentedEn: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/11/2014 Volumen 59 Número 1 - noviembre 2014 I. Title.
