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
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"- 2004
Workshop
"Metodi Stocastici in Finanza" - 2008
Conference
"First Italian Meeting on Probability and
Mathematical Statistics" - 2017
Conference
"14th International Conference on Ordered
Statistica Data" - 2022
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.