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Auteurs principaux: Di Crescenzo, Antonio, Martinucci, Barbara, Mulero, Julio
Format: Preprint
Publié: 2024
Sujets:
Accès en ligne:https://arxiv.org/abs/2501.00362
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author Di Crescenzo, Antonio
Martinucci, Barbara
Mulero, Julio
author_facet Di Crescenzo, Antonio
Martinucci, Barbara
Mulero, Julio
contents Distorted distributions were introduced in the context of actuarial science for several variety of insurance problems. In this paper we consider the quantile-based probabilistic mean value theorem given in Di Crescenzo et al. [4] and provide some applications based on distorted random variables. Specifically, we consider the cases when the underlying random variables satisfy the proportional hazard rate model and the proportional reversed hazard rate model. A setting based on random variables having the 'new better than used' property is also analyzed.
format Preprint
id arxiv_https___arxiv_org_abs_2501_00362
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Applications of the Quantile-Based Probabilistic Mean Value Theorem to Distorted Distributions
Di Crescenzo, Antonio
Martinucci, Barbara
Mulero, Julio
Probability
Distorted distributions were introduced in the context of actuarial science for several variety of insurance problems. In this paper we consider the quantile-based probabilistic mean value theorem given in Di Crescenzo et al. [4] and provide some applications based on distorted random variables. Specifically, we consider the cases when the underlying random variables satisfy the proportional hazard rate model and the proportional reversed hazard rate model. A setting based on random variables having the 'new better than used' property is also analyzed.
title Applications of the Quantile-Based Probabilistic Mean Value Theorem to Distorted Distributions
topic Probability
url https://arxiv.org/abs/2501.00362