MIGUEL ANGEL
SORDO DIAZ
Catedrático de Universidad
Franco
Pellerey
Publicaciones en las que colabora con Franco Pellerey (4)
2024
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Probability equivalent level for CoVaR and VaR
Insurance: Mathematics and Economics, Vol. 115, pp. 22-35
2022
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A Minimizing Problem of Distances Between Random Variables with Proportional Reversed Hazard Rate Functions
SMPS 2022: Building Bridges between Soft and Statistical Methodologies for Data Science
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Note on Efron’s Monotonicity Property Under Given Copula Structures
SMPS 2022: Building Bridges between Soft and Statistical Methodologies for Data Science
2021
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Weak dependence notions and their mutual relationships
Mathematics, Vol. 9, Núm. 1, pp. 1-27