Publicaciones en las que colabora con Franco Pellerey (4)

2024

  1. Probability equivalent level for CoVaR and VaR

    Insurance: Mathematics and Economics, Vol. 115, pp. 22-35

2022

  1. 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

  2. Note on Efron’s Monotonicity Property Under Given Copula Structures

    SMPS 2022: Building Bridges between Soft and Statistical Methodologies for Data Science

2021

  1. Weak dependence notions and their mutual relationships

    Mathematics, Vol. 9, Núm. 1, pp. 1-27