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Please use this identifier to cite or link to this item: http://purl.org/purl/4290

Title: Quantile based stop-loss transform and its applications
Authors: Sunoj, S M
Unnikrishnan Nair, N
Sankaran, P G
Keywords: Partial moments
Stop-loss transform
Lorenz curve
Gini index
Issue Date: 29-Sep-2012
Publisher: Springer
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
Description: Stat Methods Appl (2013) 22:167–182 DOI 10.1007/s10260-012-0213-4
URI: http://dyuthi.cusat.ac.in/purl/4290
Appears in Collections:Dr.Sunoj, S M

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