Miguel A. Sordo

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Person:292370

Available identifiers

zbMath Open sordo.miguel-angelMaRDI QIDQ292370

List of research outcomes

PublicationDate of PublicationType
Probability equivalent level for CoVaR and VaR2024-03-21Paper
Some stochastic comparisons of lower records and lower record spacings2023-06-16Paper
On a new class of multivariate prior distributions: theory and application in reliability2021-12-06Paper
Stochastic orders and multivariate measures of risk contagion2021-03-17Paper
A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES2020-12-13Paper
Increasing concave orderings of linear combinations of order statistics with applications to social welfare2020-06-16Paper
On a family of risk measures based on proportional hazards models and tail probabilities2019-05-23Paper
DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS2019-03-27Paper
Shape measures based on the convex transform order2019-03-20Paper
Testing variability orderings by using Gini's mean differences2019-03-18Paper
Two stochastic dominance criteria based on tail comparisons2019-02-08Paper
Stochastic comparisons and bounds for conditional distributions by using copula properties2018-11-01Paper
Stochastic comparisons of interfailure times under a relevation replacement policy2018-09-26Paper
Stochastic orders and co-risk measures under positive dependence2018-02-15Paper
On a property of Lorenz curves with monotone elasticity and its application to the study of inequality by using tax data2017-11-17Paper
On the comparison of relative spacings with applications2017-08-14Paper
A family of premium principles based on mixtures of TVaRs2016-12-13Paper
A multivariate extension of the increasing convex order to compare risks2016-10-06Paper
Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems2016-06-08Paper
On sufficient conditions for the comparison in the excess wealth order and spacings2016-04-29Paper
A new variability order based on tail-heaviness2016-01-04Paper
Comparison of conditional distributions in portfolios of dependent risks2015-05-26Paper
A Global Dependence Stochastic Order Based on the Presence of Noise2015-05-22Paper
Distorted Lorenz curves: models and comparisons2014-09-04Paper
The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance2014-06-23Paper
Stochastic ordering properties for systems with dependent identically distributed components2014-05-06Paper
Comparison of risks based on the expected proportional shortfall2014-04-14Paper
On the \(L_p\)-metric between a probability distribution and its distortion2014-04-14Paper
https://portal.mardi4nfdi.de/entity/Q54072532014-04-07Paper
Comparison of concentration for several families of income distributions2013-05-13Paper
Global dependence stochastic orders2013-01-11Paper
Comparison of risks based on the expected proportional shortfall2012-09-01Paper
Comparison of increasing directionally convex transformations of random vectors with a common copula2012-05-11Paper
Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data2012-03-13Paper
Comparing tail variabilities of risks by means of the excess wealth order2012-02-10Paper
Stochastic comparisons of distorted variability measures2011-08-01Paper
A class of location-independent variability orders, with applications2010-07-20Paper
https://portal.mardi4nfdi.de/entity/Q36452682009-11-16Paper
On the relationship of location-independent riskier order to the usual stochastic order2009-03-04Paper
Characterizations of classes of risk measures by dispersive orders2008-06-25Paper
Characterization of stochastic orders by \(L\)-functionals2007-05-24Paper
Dispersion measures and dispersive orderings.2004-03-14Paper
A sufficient condition for generalized Lorenz order2001-05-08Paper

Research outcomes over time


Doctoral students

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