Ortega-Jiménez, Patricia; Pellerey, Franco; Sordo, Miguel A.; Suárez-Llorens, Alfonso Probability equivalent level for CoVaR and VaR. (English) Zbl 07822348 Insur. Math. Econ. 115, 22-35 (2024). MSC: 91G70 PDFBibTeX XMLCite \textit{P. Ortega-Jiménez} et al., Insur. Math. Econ. 115, 22--35 (2024; Zbl 07822348) Full Text: DOI
Navarro, Jorge; Pellerey, Franco; Mulero, Julio On sums of dependent random lifetimes under the time-transformed exponential model. (English) Zbl 1502.62094 Test 31, No. 4, 879-900 (2022). MSC: 62N05 62H05 62H20 62G08 62G15 PDFBibTeX XMLCite \textit{J. Navarro} et al., Test 31, No. 4, 879--900 (2022; Zbl 1502.62094) Full Text: DOI
Buono, Francesco; Longobardi, Maria; Pellerey, Franco Varentropy of past lifetimes. (English) Zbl 07595983 Math. Methods Stat. 31, No. 2, 57-73 (2022). MSC: 62N05 60E05 94A17 PDFBibTeX XMLCite \textit{F. Buono} et al., Math. Methods Stat. 31, No. 2, 57--73 (2022; Zbl 07595983) Full Text: DOI
Longobardi, Maria; Pellerey, Franco On the role of dependence in residual lifetimes. (English) Zbl 1458.60031 Stat. Probab. Lett. 153, 56-64 (2019). MSC: 60E15 60K10 90B25 PDFBibTeX XMLCite \textit{M. Longobardi} and \textit{F. Pellerey}, Stat. Probab. Lett. 153, 56--64 (2019; Zbl 1458.60031) Full Text: DOI
Di Crescenzo, Antonio; Pellerey, Franco Some results and applications of geometric counting processes. (English) Zbl 1411.60111 Methodol. Comput. Appl. Probab. 21, No. 1, 203-233 (2019). MSC: 60J27 60K15 60K20 PDFBibTeX XMLCite \textit{A. Di Crescenzo} and \textit{F. Pellerey}, Methodol. Comput. Appl. Probab. 21, No. 1, 203--233 (2019; Zbl 1411.60111) Full Text: DOI
Navarro, Jorge; Longobardi, Maria; Pellerey, Franco Comparison results for inactivity times of \(k\)-out-of-\(n\) and general coherent systems with dependent components. (English) Zbl 1458.62163 Test 26, No. 4, 822-846 (2017). MSC: 62K10 60E15 90B25 PDFBibTeX XMLCite \textit{J. Navarro} et al., Test 26, No. 4, 822--846 (2017; Zbl 1458.62163) Full Text: DOI
Pellerey, Franco; Spizzichino, Fabio Joint weak hazard rate order under non-symmetric copulas. (English) Zbl 1375.60058 Depend. Model. 4, 190-204 (2016). MSC: 60E15 62H20 62N05 PDFBibTeX XMLCite \textit{F. Pellerey} and \textit{F. Spizzichino}, Depend. Model. 4, 190--204 (2016; Zbl 1375.60058) Full Text: DOI
Frostig, Esther; Pellerey, Franco General Marshall-Olkin models, dependence orders, and comparisons of environmental processes. (English) Zbl 1365.60081 Cherubini, Umberto (ed.) et al., Marshall-Olkin distributions – advances in theory and applications. Selected papers based on the presentations at the conference, Bologna, Italy, October 2–3, 2013. Cham: Springer (ISBN 978-3-319-19038-9/hbk; 978-3-319-19039-6/ebook). Springer Proceedings in Mathematics & Statistics 141, 51-64 (2015). MSC: 60K37 60E15 62P05 91B30 PDFBibTeX XMLCite \textit{E. Frostig} and \textit{F. Pellerey}, Springer Proc. Math. Stat. 141, 51--64 (2015; Zbl 1365.60081) Full Text: DOI
Rezapour, Mohsen; Alamatsaz, Mohammad Hossein; Pellerey, Franco Multivariate aging with Archimedean dependence structures in high dimensions. (English) Zbl 1274.60262 Commun. Stat., Theory Methods 42, No. 11, 2056-2070 (2013). Reviewer: Moshe Shaked (Tucson) MSC: 60K10 60E15 62N05 PDFBibTeX XMLCite \textit{M. Rezapour} et al., Commun. Stat., Theory Methods 42, No. 11, 2056--2070 (2013; Zbl 1274.60262) Full Text: DOI
Fernández-Ponce, J. M.; Pellerey, F.; Rodríguez-Griñolo, M. R. A characterization of the multivariate excess wealth ordering. (English) Zbl 1229.91254 Insur. Math. Econ. 49, No. 3, 410-417 (2011). MSC: 91B70 60E15 62H05 PDFBibTeX XMLCite \textit{J. M. Fernández-Ponce} et al., Insur. Math. Econ. 49, No. 3, 410--417 (2011; Zbl 1229.91254) Full Text: DOI Link
Li, Xiaohu; Pellerey, Franco Generalized Marshall-Olkin distributions and related bivariate aging properties. (English) Zbl 1221.60014 J. Multivariate Anal. 102, No. 10, 1399-1409 (2011). MSC: 60E05 60E15 60K10 90B25 PDFBibTeX XMLCite \textit{X. Li} and \textit{F. Pellerey}, J. Multivariate Anal. 102, No. 10, 1399--1409 (2011; Zbl 1221.60014) Full Text: DOI
Mulero, Julio; Pellerey, Franco; Rodríguez-Griñolo, Rosario Stochastic comparisons for time transformed exponential models. (English) Zbl 1231.91220 Insur. Math. Econ. 46, No. 2, 328-333 (2010). MSC: 91B30 60E15 62H05 60K10 62P05 PDFBibTeX XMLCite \textit{J. Mulero} et al., Insur. Math. Econ. 46, No. 2, 328--333 (2010; Zbl 1231.91220) Full Text: DOI Link
Belzunce, Félix; Ortega, Eva-María; Pellerey, Franco; Ruiz, José M. On rankings and top choices in random utility models with dependent utilities. (English) Zbl 1433.60010 Metrika 66, No. 2, 197-212 (2007). MSC: 60E15 62P05 62N05 62P20 PDFBibTeX XMLCite \textit{F. Belzunce} et al., Metrika 66, No. 2, 197--212 (2007; Zbl 1433.60010) Full Text: DOI
Pellerey, Franco Comparison results for branching processes in random environments. (English) Zbl 1133.60367 J. Appl. Probab. 44, No. 1, 142-150 (2007). MSC: 60K37 60E15 60J80 PDFBibTeX XMLCite \textit{F. Pellerey}, J. Appl. Probab. 44, No. 1, 142--150 (2007; Zbl 1133.60367) Full Text: DOI
Belzunce, Félix; Ortega, Eva-María; Pellerey, Franco; Ruiz, José M. Variability of total claim amounts under dependence between claims severity and number of events. (English) Zbl 1100.60005 Insur. Math. Econ. 38, No. 3, 460-468 (2006). Reviewer: Moshe Shaked (Tucson) MSC: 60E15 62P05 62E10 PDFBibTeX XMLCite \textit{F. Belzunce} et al., Insur. Math. Econ. 38, No. 3, 460--468 (2006; Zbl 1100.60005) Full Text: DOI
Ahmad, I. A.; Kayid, M.; Pellerey, F. Further results involving the MIT order and the IMIT class. (English) Zbl 1075.60010 Probab. Eng. Inf. Sci. 19, No. 3, 377-395 (2005). Reviewer: Moshe Shaked (Tucson) MSC: 60E15 60K10 90B25 PDFBibTeX XMLCite \textit{I. A. Ahmad} et al., Probab. Eng. Inf. Sci. 19, No. 3, 377--395 (2005; Zbl 1075.60010) Full Text: DOI
Belzunce, Félix; Lillo, Rosa E.; Pellerey, Franco; Shaked, Moshe Preservation of association in multivariate shock and claim models. (English) Zbl 1012.60051 Oper. Res. Lett. 30, No. 4, 223-230 (2002). Reviewer: Elart von Collani (Würzburg) MSC: 60G55 60E15 PDFBibTeX XMLCite \textit{F. Belzunce} et al., Oper. Res. Lett. 30, No. 4, 223--230 (2002; Zbl 1012.60051) Full Text: DOI
Fagiuoli, Enrico; Pellerey, Franco; Shaked, Moshe A characterization of the dilation order and its applications. (English) Zbl 0938.62008 Stat. Pap. 40, No. 4, 393-406 (1999). MSC: 62E10 60E15 PDFBibTeX XMLCite \textit{E. Fagiuoli} et al., Stat. Pap. 40, No. 4, 393--406 (1999; Zbl 0938.62008) Full Text: DOI
Pellerey, Franco; Shaked, Moshe Characterizations of the IFR and DFR aging notions by means of the dispersive order. (English) Zbl 0903.60081 Stat. Probab. Lett. 33, No. 4, 389-393 (1997). MSC: 60K10 62E10 PDFBibTeX XMLCite \textit{F. Pellerey} and \textit{M. Shaked}, Stat. Probab. Lett. 33, No. 4, 389--393 (1997; Zbl 0903.60081) Full Text: DOI
Pellerey, Franco On the preservation of some orderings of risks under convolution. (English) Zbl 0835.62103 Insur. Math. Econ. 16, No. 1, 23-30 (1995). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{F. Pellerey}, Insur. Math. Econ. 16, No. 1, 23--30 (1995; Zbl 0835.62103) Full Text: DOI
Fagiuoli, E.; Pellerey, F. Mean residual life and increasing convex comparison of shock models. (English) Zbl 0806.60076 Stat. Probab. Lett. 20, No. 5, 337-345 (1994). MSC: 60K10 62N05 PDFBibTeX XMLCite \textit{E. Fagiuoli} and \textit{F. Pellerey}, Stat. Probab. Lett. 20, No. 5, 337--345 (1994; Zbl 0806.60076) Full Text: DOI