lp-metric under the location-independent risk ordering of random variables

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<dc:creator>Yang, Jianping</dc:creator>
<dc:date>2014-11-03</dc:date>
<dc:description xml:lang="es">Sumario: 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 presented.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/150802.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">lp-metric under the location-independent risk ordering of random variables</dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/11/2014 Volumen 59 Número 1 - noviembre 2014 </dc:relation>
</rdf:Description>
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