On a time-changed variant of the generalized counting process

DOI10.1017/JPR.2023.70MaRDI QIDQ6500031zbMATH OpenFDO

Authors M. Khandakar, K. K. Kataria

Publication date 10 May 2024

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/JPR.2023.70

zbMATH Keywords

inverse mixed stable subordinatorlong-range dependence propertymixed fractional Poisson processrisk process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

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• An application of fractional differential equations to risk theory
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• Fractional risk process in insurance
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Cited in

(5)

• On martingale characterizations of generalized counting process and its time-changed variants
• Generalized fractional calculus and some models of generalized counting processes
• Generalized fractional risk process
• Iterated generalized counting process and its extensions
• On Erlang queue with multiple arrivals and its time-changed variant

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