Miguel A. Sordo

Available identifiers

zbMath Open sordo.miguel-angelMaRDI QIDQ292370

List of research outcomes

Publication	Date of Publication	Type
Probability equivalent level for CoVaR and VaR	2024-03-21	Paper
Some stochastic comparisons of lower records and lower record spacings	2023-06-16	Paper
On a new class of multivariate prior distributions: theory and application in reliability	2021-12-06	Paper
Stochastic orders and multivariate measures of risk contagion	2021-03-17	Paper
A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES	2020-12-13	Paper
Increasing concave orderings of linear combinations of order statistics with applications to social welfare	2020-06-16	Paper
On a family of risk measures based on proportional hazards models and tail probabilities	2019-05-23	Paper
DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS	2019-03-27	Paper
Shape measures based on the convex transform order	2019-03-20	Paper
Testing variability orderings by using Gini's mean differences	2019-03-18	Paper
Two stochastic dominance criteria based on tail comparisons	2019-02-08	Paper
Stochastic comparisons and bounds for conditional distributions by using copula properties	2018-11-01	Paper
Stochastic comparisons of interfailure times under a relevation replacement policy	2018-09-26	Paper
Stochastic orders and co-risk measures under positive dependence	2018-02-15	Paper
On a property of Lorenz curves with monotone elasticity and its application to the study of inequality by using tax data	2017-11-17	Paper
On the comparison of relative spacings with applications	2017-08-14	Paper
A family of premium principles based on mixtures of TVaRs	2016-12-13	Paper
A multivariate extension of the increasing convex order to compare risks	2016-10-06	Paper
Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems	2016-06-08	Paper
On sufficient conditions for the comparison in the excess wealth order and spacings	2016-04-29	Paper
A new variability order based on tail-heaviness	2016-01-04	Paper
Comparison of conditional distributions in portfolios of dependent risks	2015-05-26	Paper
A Global Dependence Stochastic Order Based on the Presence of Noise	2015-05-22	Paper
Distorted Lorenz curves: models and comparisons	2014-09-04	Paper
The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance	2014-06-23	Paper
Stochastic ordering properties for systems with dependent identically distributed components	2014-05-06	Paper
Comparison of risks based on the expected proportional shortfall	2014-04-14	Paper
On the \(L_p\)-metric between a probability distribution and its distortion	2014-04-14	Paper
https://portal.mardi4nfdi.de/entity/Q5407253	2014-04-07	Paper
Comparison of concentration for several families of income distributions	2013-05-13	Paper
Global dependence stochastic orders	2013-01-11	Paper
Comparison of risks based on the expected proportional shortfall	2012-09-01	Paper
Comparison of increasing directionally convex transformations of random vectors with a common copula	2012-05-11	Paper
Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data	2012-03-13	Paper
Comparing tail variabilities of risks by means of the excess wealth order	2012-02-10	Paper
Stochastic comparisons of distorted variability measures	2011-08-01	Paper
A class of location-independent variability orders, with applications	2010-07-20	Paper
https://portal.mardi4nfdi.de/entity/Q3645268	2009-11-16	Paper
On the relationship of location-independent riskier order to the usual stochastic order	2009-03-04	Paper
Characterizations of classes of risk measures by dispersive orders	2008-06-25	Paper
Characterization of stochastic orders by \(L\)-functionals	2007-05-24	Paper
Dispersion measures and dispersive orderings.	2004-03-14	Paper
A sufficient condition for generalized Lorenz order	2001-05-08	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Miguel A. Sordo