A record-values property of a renewal process with random inspection time

DOI10.1016/j.spl.2023.109785zbMath1515.60277MaRDI QIDQ6101730

Udo Kamps, Diana Rauwolf

Publication date: 20 June 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

record valuescharacterizationPoisson processLiouville distributionweighted distributionorder-statistics property

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory of statistical distributions (62E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate Liouville distributions
• Intermediate order statistics with applications to nonparametric estimation
• Duality in ruin problems for ordered risk models
• Ruin and deficit under claim arrivals with the order statistics property
• The DFR Property for Counting Processes Stopped at an Independent Random Time
• An order statistic characterization of the poisson renewal process
• On the characterization of point processes with the order statistic property without the moment condition
• Distribution of order statistics of waiting times in an ordinary renewal process and the covariance of the renewal increments
• Point Processes with a Generalized Order Statistic Property
• UNIFORM ORDER STATISTICS PROPERTY AND [ell - cursive small l[infty infinity]-SPHERICAL DENSITIES]
• Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020