Introducing the non-homogeneous compound-birth process

DOI10.1080/17442508.2019.1666132zbMath1490.60115OpenAlexW2974154594MaRDI QIDQ5086517

Kristina P. Sendova, Leda 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

Pólya-Aeppli processnon-homogeneous birth processhomogeneous birth processnon-homogeneous compound-birth process

Mathematics Subject Classification ID

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

Related Items

Applications of the classical compound Poisson model with claim sizes following a compound distribution

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