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Félix Belzunce

Publications and source records attributed to Félix Belzunce.

2 recordsLinked to original sources

Assessing dominance in survival functions: A test for right-censored data

This paper proposes a new statistical test to assess the dominance of survival functions in the presence of right-censored data. Traditional methods, such as the log-rank test, are inadequate for determining whether one survival function consistently dominates another, especially when survival curves cross. The proposed test is based on the supremum of the difference between Kaplan-Meier estimators and allows for distinguishing between dominance and crossing survival curves. The paper presents the test's asymptotic properties, along with simulations and applications to real datasets. The results demonstrate that the test has high sensitivity for detecting crossings and dominance compared to conventional methods.

stat.ME↗

New stochastic comparisons based on tail values at risk

In this paper we provide a new criterion for the comparison of claims, when we have conditional claims arising in stop loss contracts or contracts with franchise deductible. These stochastic comparisons are made on the basis of the Tail Value at Risk (also known as conditional tail expectation), just for a fixed level and beyond. In particular, we explain the interest of comparing these quantities, study some preservation properties and, in addition, we provide sufficient conditions for its study. Finally we illustrate its usefulness with some examples.

math.ST↗