Results 31 to 40 of about 1,063,535 (299)
On Some Aspects of Strong Risk Class and Associated Ordering
Journal of Statistical Theory and Applications (JSTA), 2018 The paper opens up a new aging class and a new stochastic orders which is depend on risk class, that plays vital role in the reliability theory, finance topics, stochastic orders, and the economic theory.
Mervat Mahdy
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Contributions to the theory of stochastic orders
, 1996 This dissertation adds some new results to the theory of stochastic orders. Chapter 1 contains definitions and known results that are related to our study.
Wong, Tityik, 1962-
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Percentile residual life orders [PDF]
, 2008 In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The
Lillo Rodríguez, Rosa Elvira +3 more
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On Partial Stochastic Comparisons Based on Tail Values at Risk
Mathematics, 2020 The tail value at risk at level p, with p ∈ ( 0 , 1 ) , is a risk measure that captures the tail risk of losses and asset return distributions beyond the p quantile. Given two distributions, it can be used to decide which is riskier.
Alfonso J. Bello +3 more
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Statistical Inference for a General Family of Modified Exponentiated Distributions
Mathematics, 2021 In this paper, a modified exponentiated family of distributions is introduced. The new model was built from a continuous parent cumulative distribution function and depends on a shape parameter.
Emilio Gómez-Déniz +4 more
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Distorted stochastic dominance: A generalized family of stochastic orders [PDF]
Journal of Mathematical Economics, 2020 We study a generalized family of stochastic orders, semiparametrized by a distortion function H, namely H-distorted stochastic dominance, which may determine a continuum of dominance relations from the first- to the second-order stochastic dominance (and beyond).
Lando, Tommaso, Bertoli-Barsotti, Lucio
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A posteriori error estimation for stochastic static problems [PDF]
, 2014 To solve stochastic static field problems, a discretization by the Finite Element Method can be used. A system of equations is obtained with the unknowns (scalar potential at nodes for example) being random variables. To solve this stochastic system, the
MAC, Hung, CLENET, Stephane
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Mathematics, 2023 Spectral representations of iterated Itô and Stratonovich stochastic integrals of arbitrary multiplicity, including integrals from Taylor–Itô and Taylor–Stratonovich expansions, are obtained by the spectral method.
Konstantin Rybakov
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Reversing conditional orderings [PDF]
, 2013 We analyze some specific aspects concerning conditional orderings and relations among them. To this purpose we define a suitable concept of reversed conditional ordering and prove some related results.
Fabio Spizzichino +3 more
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Mathematics, 2023 In this paper, we consider parallel-series and series-parallel systems comprising dependent components that are drawn from a heterogeneous population consisting of m different subpopulations, and each subsystem is equipped with a starter device.
Narayanaswamy Balakrishnan +3 more
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