1 citations · 1 across the 3 of their papers we have counts for
4 papers
On sums of dependent random lifetimes under the Time Transformed Exponential model
Jorge Navarro, Franco Pellerey, Julio Mulero
Considered a pair of random lifetimes whose dependence is described by a Time Transformed Exponential model, we provide analytical expressions for the distribution of their sum. Th…
Generalized Gini's mean difference through distortions and copulas, and related minimizing problems
Marco Capaldo, Antonio Di Crescenzo, Franco Pellerey
Given a random variable and considered a family of its possible distortions, we define two new measures of distance between and each its distortion. For these distance meas…
Varentropy of past lifetimes
Francesco Buono, Maria Longobardi
In Reliability Theory, uncertainty is measured by the Shannon entropy. Recently, in order to analyze the variability of such measure, varentropy has been introduced and studied. In…
Comparison results for Garch processes
Fabio Bellini, Franco Pellerey, Carlo Sgarra +1
We consider the problem of stochastic comparison of general Garch-like processes, for different parameters and different distributions of the innovations. We identify several stoch…