Geometric Pólya-Aeppli process

DOI10.1080/17442508.2019.1697269MaRDI QIDQ5086536zbMATH OpenOpenAlexFDO

Authors L. D. Minkova, Stefanka Chukova

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2019.1697269

zbMATH Keywords

counting processgeometric processwaiting timezero-inflated distributionPólya-Aeppli process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A note on the optimal replacement problem
• Aspects of risk theory
• Bounds on Kendall's tau for zero-inflated continuous variables
• Characterization of the Pólya-Aeppli process
• Geometric processes and replacement problem
• On the exact distribution and mean value function of a geometric process with exponential interarrival times
• Properties of the geometric and related processes
• Some Theoretical Properties of the Geometric and α-Series Processes
• The Pólya-Aeppli process and ruin problems
• The geometric process and its applications

Cited in

(3)

• Non-central Pólya-Aeppli process and ruin probability
• The double ratio geometric process for the analysis of recurrent events
• Characterization of the Pólya-Aeppli process

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