The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

This article presents a framework for comparing bivariate distributions according to their
degree of regression dependence. We introduce the general concept of a regression …

Random variables may be compared with respect to their location by comparing certain
functionals ad hoc, such as the mean or median, or by means of stochastic ordering based …

In this paper, a class C1 of risk measures, which generalizes the class of risk measures for
the right-tail deviation suggested by Wang [Wang, S., 1998. An actuarial index of the right …

En el presente trabajo se analiza la influencia de las curvas de Lorenz, el Principio de
Transferencias y las relaciones de mayoración entre vectores de renta sobre las medidas …

There is a growing interest in the actuarial community in employing certain tail conditional
characteristics as measures of risk, which are informative about the variability of the losses …

The economic literature contains many parametric models for the Lorenz curve. A number of
these models can be obtained by distorting an original Lorenz curve LL by a function hh …

In actuarial theory, the Lp-metric is used to evaluate how well a probability distribution
approximates another one. In the context of the distorted expectation hypothesis, the actuary …

In this paper, several identities concerning expectation, variance, covariance, cumulative
distribution functions, the coefficient of variation, and the Lorenz curve are obtained and they …

In this paper we investigate a new class of central regions for probability distributions on Rd,
called weighted-mean regions. Their restrictions to an empirical distribution are the …