Multivariate Tempered Space-Fractional Negative Binomial Process and Risk Models with Shocks

MaRDI QIDQ6729705arXivFDO

Authors A. K. Pathak, Ritik Soni

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Fractional processes, including fractional Brownian motion (60G22) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Risk models (general) (91B05)

arXiv classification

math.PR

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