| dc.contributor.author |
Sunoj, S M |
|
| dc.contributor.author |
Unnikrishnan Nair, N |
|
| dc.contributor.author |
Sankaran, P G |
|
| dc.date.accessioned |
2014-07-25T06:35:05Z |
|
| dc.date.available |
2014-07-25T06:35:05Z |
|
| dc.date.issued |
2012-09-29 |
|
| dc.identifier.uri |
http://dyuthi.cusat.ac.in/purl/4290 |
|
| dc.description |
Stat Methods Appl (2013) 22:167–182
DOI 10.1007/s10260-012-0213-4 |
en_US |
| dc.description.abstract |
Partial moments are extensively used in actuarial science for the analysis
of risks. Since the first order partial moments provide the expected loss in a stop-loss
treaty with infinite cover as a function of priority, it is referred as the stop-loss transform.
In the present work, we discuss distributional and geometric properties of the
first and second order partial moments defined in terms of quantile function. Relationships
of the scaled stop-loss transform curve with the Lorenz, Gini, Bonferroni and
Leinkuhler curves are developed |
en_US |
| dc.description.sponsorship |
Cochin University of Science and Technology |
en_US |
| dc.language.iso |
en |
en_US |
| dc.publisher |
Springer |
en_US |
| dc.subject |
Partial moments |
en_US |
| dc.subject |
Stop-loss transform |
en_US |
| dc.subject |
Lorenz curve |
en_US |
| dc.subject |
Gini index |
en_US |
| dc.title |
Quantile based stop-loss transform and its applications |
en_US |
| dc.type |
Article |
en_US |