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Comparing tail variabilities of risks by means of the excess wealth order
Sordo, Miguel A. - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 466-469
Persistent link: https://www.econbiz.de/10009517547
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Properties of systems with two exchangeable Pareto components
Navarro, Jorge; Ruiz, José M.; Sandoval, Carlos J. - In: Statistical papers 49 (2008) 2, pp. 177-190
Persistent link: https://www.econbiz.de/10003644463
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The Log–Lindley distribution as an alternative to the beta regression model with applications in insurance
Gómez-Déniz, Emilio; Sordo, Miguel A.; … - In: Insurance / Mathematics & economics 54 (2014), pp. 49-57
Persistent link: https://www.econbiz.de/10010259682
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On the Lp-metric between a probability distribution and its distortion
López-Díaz, Miguel; Sordo, Miguel A.; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 257-264
Persistent link: https://www.econbiz.de/10009668360
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Comparison of conditional distributions in portfolios of dependent risks
Sordo, Miguel A.; Suárez-Llorens, Alfonso; Bello, … - In: Insurance / Mathematics & economics 61 (2015), pp. 62-69
Persistent link: https://www.econbiz.de/10010515927
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A multivariate extension of the increasing convex order to compare risks
Sordo, Miguel A. - In: Insurance / Mathematics & economics 68 (2016), pp. 224-230
Persistent link: https://www.econbiz.de/10011493839
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A family of premium principles based on mixtures of TVaRs
Sordo, Miguel A.; Castaño-Martínez, Antonia; … - In: Insurance / Mathematics & economics 70 (2016), pp. 397-405
Persistent link: https://www.econbiz.de/10011597338