On the Poisson process of order k.

MaRDI QIDQ5283468zbMATH OpenFDO

Authors Krasimira Y. Kostadinova, L. D. Minkova

Publication date 21 July 2017

Full work available at URL http://www.math.bas.bg/pliska/Pliska-22/Pliska-22-2013-117-128.pdf

zbMATH Keywords

Poisson processruin probabilitydistributions of order \(k\)compound distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of statistics to actuarial sciences and financial mathematics (62P05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited in

(25)

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• Hitting probabilities of weighted Poisson processes with different intensities and their subordinations
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• On the multivariate generalized counting process and its time-changed variants
• A Note on the Modes of the Poisson Distribution of Order k
• UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
• Pólya-Aeppli distribution of order \(k\)
• Subordinated compound Poisson processes of order \(k\)
• Generalized fractional derivatives generated by Dickman subordinator and related stochastic processes
• Integro-differential equations linked to compound birth processes with infinitely divisible addends
• On martingale characterizations of generalized counting process and its time-changed variants
• Generalized fractional calculus and some models of generalized counting processes
• Non-homogeneous generalized fractional Skellam process
• Convoluted fractional Poisson process of order k
• On multivariate modifications of Cramer-Lundberg risk model with constant intensities
• Time-changed space-time fractional Poisson process
• Dickman type stochastic processes with short- and long- range dependence
• Risk models of order k
• Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
• On the superposition and thinning of generalized counting processes
• Poisson-logarithmic risk process and applications
• Pólya-Aeppli of order k risk model

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