Optimal layer reinsurance for compound fractional Poisson model
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Cites work
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- A class of CTRWs: compound fractional Poisson processes
- A fractional generalization of the Poisson processes
- Alternative forms of compound fractional Poisson processes
- Estimation of parameters in the fractional compound Poisson process
- Extensions of the Bartlett-Lewis model for rainfall processes
- Fractional Poisson process: long-range dependence and applications in ruin theory
- Fractional Poisson processes and related planar random motions
- Fractional discrete processes: compound and mixed Poisson representations
- Large deviations for fractional Poisson processes
- Limit theorems for continuous-time random walks with infinite mean waiting times
- On the convergence of quadratic variation for compound fractional Poisson processes
- On the long-range dependence of fractional Poisson and negative binomial processes
- Optimal layer reinsurance on the maximization of the adjustment coefficient
- Ruin probabilities under optimal combining quota-share and excess of loss reinsurance
- Space–Time Duality for Fractional Diffusion
- Stochastic solution of space-time fractional diffusion equations
- The fractional Poisson process and the inverse stable subordinator
- Triangular array limits for continuous time random walks
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