34 citations · 48 across the 6 of their papers we have counts for
4 papers · 1 filter
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…