On the <mml:math altimg="si1.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:msub><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:msub></mml:math>-metric between a probability distribution and its distortion-Reference-Cited by-同舟云学术

On the Lp-metric between a probability distribution and its distortion

Published:2012-09 Issue:2 Volume:51 Page:257-264
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

López-Díaz Miguel,Sordo Miguel A.,Suárez-Llorens Alfonso

Funder

Ministerio de Ciencia e Innovación

Consejería de Economía Innovación y Ciencia

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference27 articles.

1. Coherent measures of risk;Artzner;Mathematical Finance,1999

2. Handbook of Statistics 16-Order Statistics: Theory and Methods;Balakrishnan,1998

3. Comparison of increasing directionally convex transformations of random vectors with a common copula;Belzunce;Insurance: Mathematics and Economics,2012

4. Descriptive statistics for nonparametric models. III. Dispersion;Bickel;Annals of Statistical,1976

5. L-performance with an application to hedge funds;Darolles;Journal of Empirical Finance,2009

Cited by 20 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Robust insurance design with distortion risk measures;European Journal of Operational Research;2024-07

2. Robust assessment of life insurance products;Annals of Operations Research;2024-04-23

3. A family of variability measures based on the cumulative residual entropy and distortion functions;Insurance: Mathematics and Economics;2024-01

4. Distortion representations of multivariate distributions;Statistical Methods & Applications;2022-01-20

5. Stochastic Comparisons of Some Distances between Random Variables;Mathematics;2021-04-27