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• W2025089676 abstract "Abstract The L p -metric Δ h , p ( X ) between the survival function F ¯ of a random variable X and its distortion h ∘ F ¯ 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 Δ h , p ( X ) ≥ Δ 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." @default.
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• W2025089676 date "2014-11-01" @default.
• W2025089676 modified "2023-10-17" @default.
• W2025089676 title "<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/…" @default.
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• W2025089676 doi "https://doi.org/10.1016/j.insmatheco.2014.10.009" @default.
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