6 papers
Applications of the Quantile-Based Probabilistic Mean Value Theorem to Distorted Distributions
Antonio Di Crescenzo, Barbara Martinucci, Julio Mulero
Distorted distributions were introduced in the context of actuarial science for several variety of insurance problems. In this paper we consider the quantile-based probabilistic me…
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…
Comparisons of coherent systems under the time-transformed exponential model
Jorge Navarro, Julio Mulero
The coherent systems are basic concepts in reliability theory and survival analysis. They contain as particular cases the popular series, parallel and -ou-of- systems (order…
New stochastic comparisons based on tail values at risk
Félix Belzunce, Alba M. Franco-Pereira, Julio Mulero
In this paper we provide a new criterion for the comparison of claims, when we have conditional claims arising in stop loss contracts or contracts with franchise deductible. These…
On partial stochastic comparisons based on tail values at risk
Alfonso J. Bello, Julio Mulero, Miguel A. Sordo +1
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 ris…
A general approach to optimal imperfect maintenance activities of a repairable equipment with imperfect maintenance and multiple failure modes
Rubén Mullor, Julio Mulero, Mario Trottini
In this paper we describe a general approach to optimal imperfect maintenance activities of a repairable equipment with independent components. Most of the existing works on optima…