Mixed fractional risk process
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Publication:2049354
DOI10.1016/j.jmaa.2021.125379zbMath1470.60112arXiv2001.09992OpenAlexW3003425765MaRDI QIDQ2049354
Publication date: 25 August 2021
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.09992
risk processmixed fractional Poisson processlong-range dependence propertyshort-range dependence property
Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Actuarial mathematics (91G05)
Related Items (2)
Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis ⋮ Skellam and time-changed variants of the generalized fractional counting process
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