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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. 1-9
Persistent link: https://www.econbiz.de/10009557651
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A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix; Martinez-Riquelme, Carolina - In: Insurance / Mathematics & economics 108 (2023), pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
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Probability equivalent level for CoVaR and VaR
Ortega-Jiménez, Patricia; Pellerey, Franco; Sordo, … - In: Insurance : mathematics and economics 115 (2024), pp. 22-35
Persistent link: https://www.econbiz.de/10015066724
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Stochastic comparisons for time transformed exponential models
Mulero, Julio; Pellerey, Franco; Rodríguez-Griñolo, … - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 328-333
Persistent link: https://www.econbiz.de/10003966595
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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. 380-384
Persistent link: https://www.econbiz.de/10009355625
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Orderings of coherent systems with randomized dependent components
Navarro, Jorge; Pellerey, Franco; Di Crescenzo, Antonio - In: European journal of operational research : EJOR 240 (2015) 1, pp. 127-139
Persistent link: https://www.econbiz.de/10010491791
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Fitting procedure for the two-state Batch Markov modulated Poisson process
Yera, Yoel G.; Lillo, Rosa E.; Ramírez-Cobo, Pepa - In: European journal of operational research : EJOR 279 (2019) 1, pp. 79-92
Persistent link: https://www.econbiz.de/10012102716