Size-Biased Risk Measures of Compound Sums
Author:
Affiliation:
1. Institut de statistique, biostatistique et sciences actuarielles – ISBA, Louvain Institute of Data Analysis and Modeling – LIDAM, UCLouvain, Louvain-la-Neuve, Belgium
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10920277.2019.1676787
Reference27 articles.
1. Arratia, R., and L. Goldstein. 2010. Size bias, sampling, the waiting time paradox, and infinite divisibility: When is the increment independent? arXiv preprint arXiv:1007.3910.
2. Size bias for one and all
3. Preservation of classes of life distributions and stochastic orders under weighting
4. EXPLOITING THE WAITING TIME PARADOX: APPLICATIONS OF THE SIZE-BIASING TRANSFORMATION
5. On stochastic ordering of random vectors
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