12 citations · 23 across the 6 of their papers we have counts for
3 papers · 1 filter
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 variance-based importance index for systems with dependent components
Antonio Arriaza, Jorge Navarro, Miguel Angel Sordo +1
This paper proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous components. The particular cases of independent components and homo…
Predicting failure times of coherent systems
Jorge Navarro, Antonio Arriaza, Alfonso Suárez-Llorens
The article is focused on studying how to predict the failure times of coherent systems from the early failure times of their components. Both the cases of independent and dependen…