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Paper Compound Poisson process approximation. 2003-05-06 Paper Compound Poisson approximation: A user's guide 2003-05-06 Paper Compound Poisson approximation...

markets based on telegraph processes 2008-05-15 Paper Jump telegraph processes and financial markets with memory 2008-03-28 Paper A jump telegraph model for option...

COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY 2018-11-23 Paper A risk model with renewal shot-noise Cox process 2015-12-14 Paper A MULTIVARIATE JUMP DIFFUSION...

a two-parameter jump process 1986-01-01 Paper Filtrations for the two parameter jump process 1985-01-01 Paper The Single Jump Process with Some Statistical...

Bernoulli process 1998-03-31 Paper On Poisson approximation to the partial sum process of a Markov chain 1998-03-29 Paper On metrics in point process approximation...

Conditional Autoregressive Geometric Process Jump Model 2014-08-18 Paper Multivariate generalized Poisson geometric process model with scale mixtures of normal...

reserves, credit and debit interest 2022-06-21 Paper Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy 2022-06-03...

a general counting process and stochastic return 2022-06-09 Paper A discrete-time risk model with Poisson ARCH claim-number process 2022-05-18 Paper Optimal...

for Markovian Switching Jump Diffusions 2014-08-08 Paper Removing logarithms in Poisson approximation to the partial sum process of a Markov chain 2014-04-25...

Bivariate Poisson INAR Process 2013-05-13 Paper Flexible Bivariate INAR(1) Processes Using Copulas 2013-05-13 Paper A finite mixture of bivariate Poisson regression...

Convergence of an impulsive storage process with jump switchings 2011-09-08 Paper Lévy approximation of an impulse recurrent process with Markov switching 2011-04-06...

point processes 1993-10-03 Paper Integration by parts for Poisson processes 1993-05-16 Paper Integration by parts for the single jump process 1992-06-28...

Banach-space-valued Jump Processes Driven by Poisson Random Measures 2014-02-19 Paper Tempered stable distributions and processes 2013-12-01 Paper Introduction...

Kullback–Leibler information 2019-02-08 Paper On a jump-telegraph process driven by an alternating fractional Poisson process 2018-09-26 Paper \(\mathrm{M}/\mathrm{M}/1\)...

Fourier series expansion in a regime-switching jump diffusion model 2021-11-10 Paper On a perturbed compound Poisson risk model under a periodic threshold-type...

non-homogeneous Poisson process 2016-11-18 Paper Fractional Calculus 2016-10-17 Paper A generalization of the space-fractional Poisson process and its connection...

estimation for compound Poisson processes from discrete data 2015-06-19 Paper When is it no longer possible to estimate a compound Poisson process? 2014-04-09 Paper...

change-point model with variable jump size 2015-06-25 Paper On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process 2014-11-19 Paper Estimation...

dissipative jump-type stochastic evolution equations 2010-10-22 Paper On a stochastic wave equation driven by a non-Gaussian Lévy process 2010-04-23 Paper...

The Single Jump Process with Some Statistical Applications 1985-01-01 Paper Convergence of the empirical distribution to the poisson process 1984-01-01...