Optimal layer reinsurance for compound fractional Poisson model
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Publication:2296459
DOI10.1155/2019/2150878zbMATH Open1453.91086OpenAlexW2911934258WikidataQ128490893 ScholiaQ128490893MaRDI QIDQ2296459FDOQ2296459
Authors: Jiesong Zhang 
Publication date: 18 February 2020
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2019/2150878
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Cites Work
- Fractional Poisson processes and related planar random motions
- A fractional generalization of the Poisson processes
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- Limit theorems for continuous-time random walks with infinite mean waiting times
- Stochastic solution of space-time fractional diffusion equations
- Triangular array limits for continuous time random walks
- Large deviations for fractional Poisson processes
- Space–Time Duality for Fractional Diffusion
- The fractional Poisson process and the inverse stable subordinator
- Alternative forms of compound fractional Poisson processes
- Fractional discrete processes: compound and mixed Poisson representations
- Ruin probabilities under optimal combining quota-share and excess of loss reinsurance
- Fractional Poisson process: long-range dependence and applications in ruin theory
- On the long-range dependence of fractional Poisson and negative binomial processes
- Optimal layer reinsurance on the maximization of the adjustment coefficient
- Estimation of parameters in the fractional compound Poisson process
- Extensions of the Bartlett-Lewis model for rainfall processes
- A class of CTRWs: compound fractional Poisson processes
- On the convergence of quadratic variation for compound fractional Poisson processes
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