Consecutive subordination of Poisson processes and gamma processes (Q4684575)
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scientific article; zbMATH DE number 6945969
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| English | Consecutive subordination of Poisson processes and gamma processes |
scientific article; zbMATH DE number 6945969 |
Statements
Consecutive Subordination of Poisson Processes and Gamma Processes (English)
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1 October 2018
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subordinated Lévy processes
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transition probability
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Bessel function
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confluent hypergeometric function
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iteration of negative binomial processes
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Pólya-Aeppli process
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iteration of Tweedie processes
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0.790475070476532
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0.7828107476234436
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0.7782871127128601
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0.7561063170433044
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0.7504993081092834
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