Franco Pellerey

Research interest:
Stochastic orders and their applications
Aging notions and related properties
Dependence notions and dependence orders
Stochastic processes and their applications in reliability and actuarial sciences
Applied statistics in engineering sciences

Curriculum Vitae

  Probability and Statistics group of the Department   

UMI group PRISMA - PRobability In Statistics, Mathematics and Applications

Events organized:
International School "Stochastic Comparisons: Theory and Applications"
Workshop "Metodi Stocastici in Finanza"
Conference "First Italian Meeting on Probability and Mathematical Statistics"


  Doctorate thesis:
  C. Zucca. " Analytical, numerical and Monte Carlo techniques for the study of the first passage times. (2001)
P. Semeraro. "Positive dependence notions and applications" (2004)
R. Rodriguez-Grinolo. "A new approach to multivariate lifetime distributions based on the excess-wealth concept" (2010)
S. Zalzadeh. "Stochastic orders and preservation of aging properties for dependent random lifetimes" (2015)
O. Telve. "Modeling dependence in estimation of portfolio'svalue at risk" (2018)   

Local coordination of grants by the Italian Miur:
2002/2003: Heterogenous beliefs and the value of information.
2003/2004: Concepts of supermodularity in economic theory.