Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Julio Mulero"'
Publikováno v:
Mathematics, Vol 8, Iss 7, p 1181 (2020)
The tail value at risk at level p, with p ∈ ( 0 , 1 ) , is a risk measure that captures the tail risk of losses and asset return distributions beyond the p quantile. Given two distributions, it can be used to decide which is riskier. When the tail
Externí odkaz:
https://doaj.org/article/a344490b8e3c49eb86e66698cc7ec459
Publikováno v:
RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)
Universidad de Alicante (UA)
For a given pair of random lifetimes whose dependence is described by a time-transformed exponential model, we provide analytical expressions for the distribution of their sum. These expressions are obtained by using a representation of the joint dis
Publikováno v:
RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)
Universidad de Alicante (UA)
In this article we provide a new criterion for the comparison of claims, when we have conditional claims arising in stop loss contracts or contracts with franchise deductible. These stochastic comparisons are made on the basis of the Tail Value at Ri
Autor:
Julio Mulero González
Publikováno v:
Boletín del IMI.
Publikováno v:
RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)
Universidad de Alicante (UA)
Most of the existing works on optimal imperfect maintenance activities of a repairable equipment with independent components consider a single model for equipment behaviour. In addition, it is assumed that all the components of the equipment share th
Publikováno v:
RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)
Mathematics 2020, 8(7), 1181
RODIN: Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz
Universidad de Cádiz
RODIN. Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz
instname
Mathematics
Volume 8
Issue 7
Pages: 1181
Mathematics, Vol 8, Iss 1181, p 1181 (2020)
Universidad de Alicante (UA)
Mathematics 2020, 8(7), 1181
RODIN: Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz
Universidad de Cádiz
RODIN. Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz
instname
Mathematics
Volume 8
Issue 7
Pages: 1181
Mathematics, Vol 8, Iss 1181, p 1181 (2020)
The tail value at risk at level p, with p ∈ ( 0 , 1 ) , is a risk measure that captures the tail risk of losses and asset return distributions beyond the p quantile. Given two distributions, it can be used to decide which is riskier. When the tail
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d9460d9831829acaf0b09ea71331edcc
https://hdl.handle.net/10045/108229
https://hdl.handle.net/10045/108229
Autor:
Jorge Navarro, Julio Mulero
The coherent systems are basic concepts in reliability theory and survival analysis. They contain as particular cases the popular series, parallel and k-out-of-n systems (order statistics). Many results have been obtained for them by assuming that th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::37835987086e57e6df44c077fb9554ba
https://hdl.handle.net/10045/102688
https://hdl.handle.net/10045/102688
Publikováno v:
Computer Aided Systems Theory – EUROCAST 2017 ISBN: 9783319747262
EUROCAST (2)
EUROCAST (2)
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 app
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0a4ed4678c5d5e8ca11355e642a4981
https://doi.org/10.1007/978-3-319-74727-9_10
https://doi.org/10.1007/978-3-319-74727-9_10
Publikováno v:
RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)
Universidad de Alicante (UA)
In this paper, we provide a new concept of relative skewness among multivariate distributions, extending to the multivariate case a similar concept in the univariate case. In this case, a random variable $$Y$$ is said to be more right skewed than a r
An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on t