Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory

DOI10.1239/jap/1409932670zbMath1312.60042OpenAlexW2027112235MaRDI QIDQ2923432

Romain Biard, Bruno Saussereau

Publication date: 15 October 2014

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1409932670

zbMATH Keywords

long-range dependenceruin probabilityrenewal processfractional Poisson process

Mathematics Subject Classification ID

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