{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,28]],"date-time":"2026-03-28T04:48:15Z","timestamp":1774673295052,"version":"3.50.1"},"reference-count":23,"publisher":"MDPI AG","issue":"6","license":[{"start":{"date-parts":[[2024,5,23]],"date-time":"2024-05-23T00:00:00Z","timestamp":1716422400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"name":"University of Brasilia (UnB)","award":["309674\/2020-4"],"award-info":[{"award-number":["309674\/2020-4"]}]},{"name":"University of Brasilia (UnB)","award":["304716\/2023-5"],"award-info":[{"award-number":["304716\/2023-5"]}]},{"name":"Coordena\u00e7\u00e3o de Aperfei\u00e7oamento de Pessoal de N\u00edvel Superior (CAPES)","award":["309674\/2020-4"],"award-info":[{"award-number":["309674\/2020-4"]}]},{"name":"Coordena\u00e7\u00e3o de Aperfei\u00e7oamento de Pessoal de N\u00edvel Superior (CAPES)","award":["304716\/2023-5"],"award-info":[{"award-number":["304716\/2023-5"]}]},{"DOI":"10.13039\/501100003593","name":"Brazilian agency Conselho Nacional de Desenvolvimento Cient\u00edfico e Tecnol\u00f3gico (CNPq)","doi-asserted-by":"publisher","award":["309674\/2020-4"],"award-info":[{"award-number":["309674\/2020-4"]}],"id":[{"id":"10.13039\/501100003593","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100003593","name":"Brazilian agency Conselho Nacional de Desenvolvimento Cient\u00edfico e Tecnol\u00f3gico (CNPq)","doi-asserted-by":"publisher","award":["304716\/2023-5"],"award-info":[{"award-number":["304716\/2023-5"]}],"id":[{"id":"10.13039\/501100003593","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Entropy"],"abstract":"<jats:p>In reliability contexts, probabilities of the type R=P(X&lt;Y), where X and Y are random variables, have shown to be useful tools to compare the performance of these stochastic entities. By considering that both X and Y follow a transmuted generalized extreme-value (TGEV) distribution, new analytical relationships were derived for R in terms of special functions. The results hereby obtained are more flexible when compared to similar results found in the literature. To highlight the applicability and correctness of our results, we conducted a Monte-Carlo simulation study and investigated the use of the reliability measure P(X&lt;Y) to select among financial assets whose returns were characterized by the random variables X and Y. Our results highlight that R is an interesting alternative to modern portfolio theory, which usually relies on the contrast of involved random variables by a simple comparison of their means and standard deviations.<\/jats:p>","DOI":"10.3390\/e26060441","type":"journal-article","created":{"date-parts":[[2024,5,23]],"date-time":"2024-05-23T09:04:25Z","timestamp":1716455065000},"page":"441","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["On the Stress\u2013Strength Reliability of Transmuted GEV Random Variables with Applications to Financial Assets Selection"],"prefix":"10.3390","volume":"26","author":[{"ORCID":"https:\/\/orcid.org\/0009-0005-5863-7041","authenticated-orcid":false,"given":"Melquisadec","family":"Oliveira","sequence":"first","affiliation":[{"name":"Department of Statistics, University of Bras\u00edlia, Bras\u00edlia 70910-900, DF, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-0286-0541","authenticated-orcid":false,"given":"Felipe S.","family":"Quintino","sequence":"additional","affiliation":[{"name":"Department of Statistics, University of Bras\u00edlia, Bras\u00edlia 70910-900, DF, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0009-0007-5251-4942","authenticated-orcid":false,"given":"Di\u00f3scoros","family":"Aguiar","sequence":"additional","affiliation":[{"name":"Instituto de Ci\u00eancias Exatas e Tecnol\u00f3gicas, Universidade Federal de Jata\u00ed, Jata\u00ed 75801-615, GO, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-9790-369X","authenticated-orcid":false,"given":"Pushpa N.","family":"Rathie","sequence":"additional","affiliation":[{"name":"Department of Statistics, University of Bras\u00edlia, Bras\u00edlia 70910-900, DF, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-4467-8652","authenticated-orcid":false,"given":"Helton","family":"Saulo","sequence":"additional","affiliation":[{"name":"Department of Statistics, University of Bras\u00edlia, Bras\u00edlia 70910-900, DF, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0009-0004-5147-4393","authenticated-orcid":false,"given":"Tiago A. da","family":"Fonseca","sequence":"additional","affiliation":[{"name":"Gama Engineering College, University of Bras\u00edlia, Bras\u00edlia 72444-240, DF, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-2581-0486","authenticated-orcid":false,"given":"Luan Carlos de Sena Monteiro","family":"Ozelim","sequence":"additional","affiliation":[{"name":"Department of Civil and Environmental Engineering, University of Bras\u00edlia, Bras\u00edlia 70910-900, DF, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2024,5,23]]},"reference":[{"key":"ref_1","doi-asserted-by":"crossref","first-page":"375","DOI":"10.1007\/s10260-012-0192-5","article-title":"A stress\u2013strength model with dependent variables to measure household financial fragility","volume":"21","author":"Domma","year":"2012","journal-title":"Stat. 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