Publications (7) Publications in which a researcher has participated

filter_list Risk Management

2023

  1. Representation of weakly maxitive monetary risk measures and their rate functions

    Journal of Mathematical Analysis and Applications, Vol. 524, Núm. 1

2022

  1. COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS

    Probability in the Engineering and Informational Sciences, Vol. 36, Núm. 2, pp. 320-340

  2. Distortion representations of multivariate distributions

    Statistical Methods and Applications, Vol. 31, Núm. 4, pp. 925-954

  3. Preservation of ILR and IFR aging classes in sums of dependent random variables

    Applied Stochastic Models in Business and Industry, Vol. 38, Núm. 2, pp. 240-261

2021

  1. Ranking the extreme claim amounts in dependent individual risk models

    Scandinavian Actuarial Journal, Vol. 2021, Núm. 3, pp. 218-247

2016

  1. On sufficient conditions for the comparison in the excess wealth order and spacings

    Journal of Applied Probability, Vol. 53, Núm. 1, pp. 33-46

2006

  1. Weighting tools and alternative techniques to generate weighted probability models in valuation theory

    Distribution Models Theory