Some characterizations of mixed renewal processes

DOI10.1515/ms-2022-0014zbMath1490.60236arXiv1205.4441OpenAlexW4213153952MaRDI QIDQ2076558

Demetrios P. Lyberopoulos, Nikolaos Demetrios Macheras

Publication date: 22 February 2022

Published in: Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.4441

zbMATH Keywords

exchangeabilityregular conditional probabilitymixed renewal processproduct regular conditional probabilitysub-field regular conditional probability

Mathematics Subject Classification ID

Renewal theory (60K05)

Related Items (1)

Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A martingale approach to premium calculation principles in an arbitrage free market
• The existence of regular conditional probabilities: Necessary and sufficient conditions
• Finite exchangeable sequences
• Splitting of liftings in products of probability spaces.
• A characterization of martingale-equivalent mixed compound Poisson processes
• A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles
• Some characterizations of mixed Poisson processes
• Symmetric Measures on Cartesian Products
• Disintegration and compact measures.
• Some characterizations for Markov processes as mixed renewal processes
• A Construction of mixed Poisson processes via disintegrations
• On the equivalence of various definitions of mixed poisson processes
• Measure Theory
• A note on exchangeable sequences
• Probabilistic Symmetries and Invariance Principles

This page was built for publication: Some characterizations of mixed renewal processes