Introducing the non-homogeneous compound-birth process

DOI10.1080/17442508.2019.1666132MaRDI QIDQ5086517zbMATH OpenOpenAlexFDO

Authors Kristina P. Sendova, L. D. Minkova

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2019.1666132

zbMATH Keywords

homogeneous birth processnon-homogeneous birth processnon-homogeneous compound-birth processPólya-Aeppli process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on discrete state spaces (60J27) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

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• Aspects of risk theory
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• Handbook of linear partial differential equations for engineers and scientists
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• I-Pólya process and applications
• Loss models. Further topics
• Non-homogeneous Pólya-Aeppli process
• Reinsurance. Actuarial and statistical aspects
• The Pólya-Aeppli process and ruin problems
• Weak limits for the largest subpopulations in Yule processes with high mutation probabilities

Cited in

(4)

• The Bell-Touchard counting process
• Applications of the classical compound Poisson model with claim sizes following a compound distribution
• Systemic infinitesimal over-dispersion on graphical dynamic models
• A non-homogeneous, non-stationary and path-dependent Markov anomalous diffusion model

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