Argitalpenak (104) MIGUEL ANGEL SORDO DIAZ argitalpenak

2024

  1. Probability equivalent level for CoVaR and VaR

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

2023

  1. A variance-based importance index for systems with dependent components

    Fuzzy Sets and Systems, Vol. 467

  2. Some stochastic comparisons of lower records and lower record spacings

    Probability in the Engineering and Informational Sciences, Vol. 37, Núm. 1, pp. 192-205

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. Comparacion estocástica de distancias entre variables aleatorias

    XXXIX CONGRESO NACIONAL DE ESTADÍSTICA E INVESTIGACIÓN OPERATIVA XIII JORNADAS DE ESTADÍSTICA PÚBLICA

  3. Comparaciones estocásticas parciales basadas en los valores en riesgo de cola

    XXXIX Congreso Nacional de Estadística e Investigación Operativa y de las XIII Jornadas de Estadística Pública

  4. Comparación de riesgos elevados en la teoría dual de Yaari

    Risk Analysis. Risk 2022

  5. Comparing strong risk aversion in Yaari’s dual theory of risk

    XXXIX Congreso nacional SEIO. XIII Jornadas de Estadística Pública. Granada, 7-10 junio 2022

  6. Comparisons of relative spacings of order statistics in terms of the expected proportional shortfall order

    14th lnternatíonal Conference on Ordered Statístícal Data

  7. Comparisons of relative spacings of order statistics in terms of the expected proportional shortfall order

    14th International Conference on Ordered Statistical Data 2022. OSD 2022

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

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

  9. On the increasing convex order of relative spacings of order statistics

    XXXIX Congreso Nacional de Estadística e Investigación Operativa. XIII Jornadas de Estadística Pública. SEIO 2022

  10. Orden en valores en riesgo de cola sobre p_0

    Contributions to Risk Analysis: RISK 2022 (Fundación Mapfre), pp. 87 - 98

2021

  1. On a New Class of Multivariate Prior Distributions: Theory and Application in Reliability

    Bayesian Analysis, Vol. 16, Núm. 1

  2. On the Expected Proportional Shortfall Order of Relative Spacings of Order Statistics

    7th International Conference on Advances in Statistics. ICAS Conference

  3. On the increasing convex order of relative spacings of order statistics

    Mathematics, Vol. 9, Núm. 6

  4. Preservation of some stochastic orders by distortion functions with application to coherent systems with exchangeable components

    Applied Stochastic Models in Business and Industry, Vol. 37, Núm. 2, pp. 303-317

  5. Stochastic comparisons of some distances between random variables

    Mathematics, Vol. 9, Núm. 9

  6. Stochastic orders and multivariate measures of risk contagion

    Insurance: Mathematics and Economics, Vol. 96, pp. 199-207

  7. Weak dependence notions and their mutual relationships

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