Franco Pellerey

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Person:273776

Available identifiers

zbMath Open pellerey.francoWikidataQ60651853 ScholiaQ60651853MaRDI QIDQ273776

List of research outcomes





PublicationDate of PublicationType
Preservation of ILR and IFR aging classes in sums of dependent random variables2024-07-29Paper
Stochastically ordered aggregation operators2024-04-18Paper
Probability equivalent level for CoVaR and VaR2024-03-21Paper
Stochastic ordering of variability measure estimators2024-03-11Paper
Generalized Gini's mean difference through distortions and copulas, and related minimizing problems2024-02-13Paper
https://portal.mardi4nfdi.de/entity/Q50605442023-01-10Paper
Varentropy of past lifetimes2022-10-04Paper
On the role of dependence in residual lifetimes2019-09-05Paper
Some results and applications of geometric counting processes2019-04-26Paper
General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes2017-07-05Paper
Joint weak hazard rate order under non-symmetric copulas2016-10-17Paper
Comparison of hazard rates for dependent random variables2016-07-19Paper
Some stochastic properties of conditionally dependent frailty models2016-07-19Paper
A positive dependence notion based on componentwise unimodality of copulas2016-04-22Paper
On rankings and top choices in random utility models with dependent utilities2015-10-14Paper
On used systems and systems with used components2015-05-22Paper
A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders2015-04-29Paper
https://portal.mardi4nfdi.de/entity/Q29401512015-01-26Paper
Comparison results for GARCH processes2014-10-15Paper
Portfolio selection through an extremality stochastic order2014-04-10Paper
Multivariate aging with Archimedean dependence structures in high dimensions2013-07-04Paper
Stochastic comparisons of symmetric supermodular functions of heterogeneous random vectors2013-06-26Paper
On a new NBUE property in multivariate sense: an application2013-03-14Paper
Comparisons of concordance in additive models2012-10-17Paper
Stochastic comparisons of series and parallel systems with randomized independent components2012-04-05Paper
Stochastic comparisons for time transformed exponential models2012-02-10Paper
A characterization of the multivariate excess wealth ordering2011-12-21Paper
Generalized Marshall-Olkin distributions and related bivariate aging properties2011-08-16Paper
Improving series and parallel systems through mixtures of duplicated dependent components2011-08-09Paper
Bivariate aging properties under Archimedean dependence structures2010-11-22Paper
Negative aging and stochastic comparisons of residual lifetimes in multivariate frailty models2010-03-18Paper
On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas2009-10-21Paper
CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS2008-08-21Paper
https://portal.mardi4nfdi.de/entity/Q35155792008-07-29Paper
A note on bisexual Galton-Watson branching processes in random environments2008-07-29Paper
Comparison Results for Branching Processes in Random Environments2008-02-22Paper
On the preservation of the supermodular order under multivariate claim models2006-09-28Paper
A note on the portfolio selection problem2006-09-12Paper
Variability of total claim amounts under dependence between claims severity and number of events2006-08-14Paper
Stochastic bounds for the Sparre Andersen process2006-01-30Paper
FURTHER RESULTS INVOLVING THE MIT ORDER AND THE IMIT CLASS2005-09-09Paper
Characterizations of the hazard rate order and IFR aging notion2005-03-08Paper
Preservation of association in multivariate shock and claim models2003-04-03Paper
On prices' evolutions based on geometric telegrapher's process2003-03-09Paper
Ageing and stochastic comparisons for a covariate failure model2002-11-28Paper
Nonhomogeneous Poisson processes and logconcavity2002-08-21Paper
A new necessary condition for higher order stochastic dominances with applications2001-07-19Paper
Random vectors with HNBUE-type marginal distributions2001-05-02Paper
A characterization of the dilation order and its applications2000-06-13Paper
https://portal.mardi4nfdi.de/entity/Q42550171999-12-05Paper
Some new conditions for the increasing convex comparison of risks1999-11-28Paper
Stochastic comparisons for multivariate shock models1999-11-25Paper
The dilation order, the dispersion order, and orderings of residual lives1999-01-05Paper
Characterizations of the IFR and DFR aging notions by means of the dispersive order1999-01-05Paper
Moment inequalities for sums of DMRL random variables1997-10-01Paper
Stochastic comparison of processes generated by random interruptions of monotone functions and related results1997-06-10Paper
Correction note to ``On the preservation of some orderings of risks under convolution1996-01-01Paper
On the preservation of some orderings of risks under convolution1995-11-22Paper
New partial ordering of survival functions based on the notion of uncertainty1995-05-23Paper
Preservation of certain classes of life distributions under Poisson shock models1995-02-12Paper
Mean residual life and increasing convex comparison of shock models1994-11-06Paper
Shock models by underlying counting process1994-10-10Paper
https://portal.mardi4nfdi.de/entity/Q42792641994-09-18Paper
Partial orderings under cumulative damage shock models1994-02-07Paper

Research outcomes over time

This page was built for person: Franco Pellerey