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Testing for the order of risk measures: an application of L-statistics in actuarial science

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Bruce L. Jones
Ricardas Zitikis
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File URL: ftp://metron.sta.uniroma1.it/RePEc/articoli/2005-2-193-211.pdf
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Article provided by Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome in its journal Metron.

Volume (Year): LXIII (2005)
Issue (Month): 2 ()
Pages: 193-211
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Handle: RePEc:mtn:ancoec:050203

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Shaun, Wang, 1995. "Insurance pricing and increased limits ratemaking by proportional hazards transforms," Insurance: Mathematics and Economics, Elsevier, vol. 17(1), pages 43-54, August. [Downloadable!] (restricted)
  2. Kouros Owzar & Pranab Kumar Sen, 2003. "Copulas: concepts and novel applications," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 323-353. [Downloadable!]
  3. Wang, Shaun S. & Young, Virginia R. & Panjer, Harry H., 1997. "Axiomatic characterization of insurance prices," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 173-183, November. [Downloadable!] (restricted)
  4. Wang, Shaun S. & Young, Virginia R., 1998. "Ordering risks: Expected utility theory versus Yaari's dual theory of risk," Insurance: Mathematics and Economics, Elsevier, vol. 22(2), pages 145-161, June. [Downloadable!] (restricted)
  5. Agostino Tarsitano, 2004. "A new class of inequality measures based on a ratio of L-statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 137-160. [Downloadable!]
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This page was last updated on 2009-12-9.

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