Franco Pellerey

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Preservation of ILR and IFR aging classes in sums of dependent random variables
Applied Stochastic Models in Business and Industry
2024-07-29Paper
Stochastically ordered aggregation operators
International Journal of Approximate Reasoning
2024-04-18Paper
Probability equivalent level for CoVaR and VaR
Insurance Mathematics & Economics
2024-03-21Paper
Stochastic ordering of variability measure estimators
Statistics
2024-03-11Paper
Generalized Gini's mean difference through distortions and copulas, and related minimizing problems
Statistics & Probability Letters
2024-02-13Paper
scientific article; zbMATH DE number 7640330 (Why is no real title available?)
 
2023-01-10Paper
Varentropy of past lifetimes
Mathematical Methods of Statistics
2022-10-04Paper
On the role of dependence in residual lifetimes
Statistics & Probability Letters
2019-09-05Paper
Some results and applications of geometric counting processes
Methodology and Computing in Applied Probability
2019-04-26Paper
General Marshall-Olkin models, dependence orders, and comparisons of environmental processes
Springer Proceedings in Mathematics & Statistics
2017-07-05Paper
Joint weak hazard rate order under non-symmetric copulas
Dependence Modeling
2016-10-17Paper
Comparison of hazard rates for dependent random variables
Statistics
2016-07-19Paper
Some stochastic properties of conditionally dependent frailty models
Statistics
2016-07-19Paper
A positive dependence notion based on componentwise unimodality of copulas
Statistics & Probability Letters
2016-04-22Paper
On rankings and top choices in random utility models with dependent utilities
Metrika
2015-10-14Paper
On used systems and systems with used components
Stochastic Orders in Reliability and Risk
2015-05-22Paper
A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders
Metrika
2015-04-29Paper
scientific article; zbMATH DE number 6390863 (Why is no real title available?)
 
2015-01-26Paper
Comparison results for GARCH processes
Journal of Applied Probability
2014-10-15Paper
Portfolio selection through an extremality stochastic order
Insurance Mathematics & Economics
2014-04-10Paper
Multivariate aging with Archimedean dependence structures in high dimensions
Communications in Statistics. Theory and Methods
2013-07-04Paper
Stochastic comparisons of symmetric supermodular functions of heterogeneous random vectors
Journal of Applied Probability
2013-06-26Paper
On a new NBUE property in multivariate sense: an application
Computational Statistics and Data Analysis
2013-03-14Paper
Comparisons of concordance in additive models
Statistics & Probability Letters
2012-10-17Paper
Stochastic comparisons of series and parallel systems with randomized independent components
Operations Research Letters
2012-04-05Paper
Stochastic comparisons for time transformed exponential models
Insurance Mathematics & Economics
2012-02-10Paper
A characterization of the multivariate excess wealth ordering
Insurance Mathematics & Economics
2011-12-21Paper
Generalized Marshall-Olkin distributions and related bivariate aging properties
Journal of Multivariate Analysis
2011-08-16Paper
Improving series and parallel systems through mixtures of duplicated dependent components
Naval Research Logistics
2011-08-09Paper
Bivariate aging properties under Archimedean dependence structures
Communications in Statistics: Theory and Methods
2010-11-22Paper
Negative aging and stochastic comparisons of residual lifetimes in multivariate frailty models
Journal of Statistical Planning and Inference
2010-03-18Paper
On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas
 
2009-10-21Paper
CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
Probability in the Engineering and Informational Sciences
2008-08-21Paper
scientific article; zbMATH DE number 5305171 (Why is no real title available?)
 
2008-07-29Paper
A note on bisexual Galton-Watson branching processes in random environments
 
2008-07-29Paper
Comparison Results for Branching Processes in Random Environments
Journal of Applied Probability
2008-02-22Paper
On the preservation of the supermodular order under multivariate claim models
Ricerche di Matematica
2006-09-28Paper
A note on the portfolio selection problem
Theory and Decision
2006-09-12Paper
Variability of total claim amounts under dependence between claims severity and number of events
Insurance Mathematics & Economics
2006-08-14Paper
Stochastic bounds for the Sparre Andersen process
Methodology and Computing in Applied Probability
2006-01-30Paper
FURTHER RESULTS INVOLVING THE MIT ORDER AND THE IMIT CLASS
Probability in the Engineering and Informational Sciences
2005-09-09Paper
Characterizations of the hazard rate order and IFR aging notion
Statistics & Probability Letters
2005-03-08Paper
Preservation of association in multivariate shock and claim models
Operations Research Letters
2003-04-03Paper
On prices' evolutions based on geometric telegrapher's process
Applied Stochastic Models in Business and Industry
2003-03-09Paper
Ageing and stochastic comparisons for a covariate failure model
Journal of Applied Probability
2002-11-28Paper
Nonhomogeneous Poisson processes and logconcavity
Probability in the Engineering and Informational Sciences
2002-08-21Paper
A new necessary condition for higher order stochastic dominances with applications
Ricerche di Matematica
2001-07-19Paper
Random vectors with HNBUE-type marginal distributions
Statistics & Probability Letters
2001-05-02Paper
A characterization of the dilation order and its applications
Statistical Papers
2000-06-13Paper
scientific article; zbMATH DE number 1323115 (Why is no real title available?)
 
1999-12-05Paper
Some new conditions for the increasing convex comparison of risks
Scandinavian Actuarial Journal
1999-11-28Paper
Stochastic comparisons for multivariate shock models
Journal of Multivariate Analysis
1999-11-25Paper
The dilation order, the dispersion order, and orderings of residual lives
Statistics & Probability Letters
1999-01-05Paper
Characterizations of the IFR and DFR aging notions by means of the dispersive order
Statistics & Probability Letters
1999-01-05Paper
Moment inequalities for sums of DMRL random variables
Journal of Applied Probability
1997-10-01Paper
Stochastic comparison of processes generated by random interruptions of monotone functions and related results
Lifetime Data Analysis
1997-06-10Paper
Correction note to ``On the preservation of some orderings of risks under convolution
Insurance Mathematics & Economics
1996-01-01Paper
On the preservation of some orderings of risks under convolution
Insurance Mathematics & Economics
1995-11-22Paper
New partial ordering of survival functions based on the notion of uncertainty
Journal of Applied Probability
1995-05-23Paper
Preservation of certain classes of life distributions under Poisson shock models
Journal of Applied Probability
1995-02-12Paper
Mean residual life and increasing convex comparison of shock models
Statistics & Probability Letters
1994-11-06Paper
Shock models by underlying counting process
Journal of Applied Probability
1994-10-10Paper
scientific article; zbMATH DE number 502871 (Why is no real title available?)
 
1994-09-18Paper
Partial orderings under cumulative damage shock models
Advances in Applied Probability
1994-02-07Paper


Research outcomes over time


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