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Portfolio selection through an extremality stochastic order
Laniado, Henry; Lillo, Rosa E.; Pellerey, Franco; Romo, Juan - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009972451
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Failure profiles of coherent systems
Belzunce, Félix; Shaked, Moshe - In: Naval research logistics : an international journal 51 (2004) 4, pp. 477-490
Persistent link: https://www.econbiz.de/10005928411
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Comparison of increasing directionally convex transformations of random vectors with a common copula
Belzunce, Félix; Suárez-Llorens, Alfonso; Sordo, Miguel A. - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 385-391
Persistent link: https://www.econbiz.de/10009846328
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On allocation of redundant components for systems with dependent components
Belzunce, Félix; Martínez-Puertas, Helena; Ruiz, José M. - In: European journal of operational research : EJOR 230 (2013) 3, pp. 573-580
Persistent link: https://www.econbiz.de/10010140301
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Comparison of risks based on the expected proportional shortfall
Belzunce, Félix; Pinar, José F.; Ruiz, José M.; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 292-303
Persistent link: https://www.econbiz.de/10010011611
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On non-monotonic ageing properties from the Laplace transform, with actuarial applications
Belzunce, Félix; Ortega, Eva-María; Ruiz, José M. - In: Insurance / Mathematics & economics 40 (2007) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10007772630
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Correction note to "On the preservation of some orderings of risks under convolution"
Pellerey, Franco - In: Insurance / Mathematics & economics 19 (1996) 1, pp. 81-83
Persistent link: https://www.econbiz.de/10006931047
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Improving series and parallel systems through mixtures of duplicated dependent components
Di Crescenzo, Antonio; Pellerey, Franco - In: Naval research logistics : an international journal 58 (2011) 5, pp. 411-419
Persistent link: https://www.econbiz.de/10009177581
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Stochastic comparisons of series and parallel systems with randomized independent components
Di Crescenzo, Antonio; Pellerey, Franco - In: Operations research letters 39 (2011) 5, pp. 380-385
Persistent link: https://www.econbiz.de/10009328614
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A benchmarking approach to optimal asset allocation for insurers and pension funds
Mulero, Julio; Pellerey, Franco; Rodríguez-Griñolo, … - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 317-328
Persistent link: https://www.econbiz.de/10008391778