Zobrazeno 1 - 10
of 168
pro vyhledávání: '"Sordo, Miguel A."'
Publikováno v:
Mathematics 2020, 8, 1181
In risk theory, financial asset returns often follow heavy-tailed distributions. Investors and risk managers used to compare risk measures as the value at risk or tail value at risk in order over the whole confidence levels to avoid the exposure to t
Externí odkaz:
http://arxiv.org/abs/2412.08440
Autor:
Arriaza, Antonio, Sordo, Miguel Angel
Publikováno v:
Applied Stochastic Models in Business and Industry 2021 Vol. 37 n 2 pp. 303-317
The preservation of stochastic orders by distortion functions has become a topic of increasing interest in the reliability analysis of coherent systems. The reason of this interest is that the reliability function of a coherent system with identicall
Externí odkaz:
http://arxiv.org/abs/2409.18684
Publikováno v:
Fuzzy Sets and Systems 2023 Vol. 467
This paper proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous components. The particular cases of independent components and homogeneous components are also considered. We model the dependence struct
Externí odkaz:
http://arxiv.org/abs/2409.18669
Publikováno v:
In Insurance Mathematics and Economics March 2024 115:22-35
Publikováno v:
In Fuzzy Sets and Systems 15 September 2023 467
Autor:
Psarrakos, Georgios, Sordo, Miguel A.
Publikováno v:
In Insurance Mathematics and Economics May 2019 86:232-240
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Navarro Jorge, Sordo Miguel A.
Publikováno v:
Dependence Modeling, Vol 6, Iss 1, Pp 156-177 (2018)
We prove that different conditional distributions can be represented as distorted distributions. These representations are used to obtain stochastic comparisons and bounds for them based on properties of the underlying copula. These properties can be
Externí odkaz:
https://doaj.org/article/0d3c40aac8c6484d85e861c879f04ba6
Autor:
SORDO, MIGUEL A., PSARRAKOS, GEORGIOS
Publikováno v:
Journal of Applied Probability, 2017 Mar 01. 54(1), 134-145.
Externí odkaz:
https://www.jstor.org/stable/44806304
Publikováno v:
In Statistical Methodology September 2016 32:63-76