Consecutive Subordination of Poisson Processes and Gamma Processes

DOI10.7546/CRABS.2018.06.02zbMath1413.60081OpenAlexW2809688157MaRDI QIDQ4684575

Penka Mayster

Publication date: 1 October 2018

Full work available at URL: https://doi.org/10.7546/crabs.2018.06.02

zbMATH Keywords

confluent hypergeometric functionBessel functiontransition probabilitysubordinated Lévy processesPólya-Aeppli processiteration of negative binomial processesiteration of Tweedie processes

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Renewal theory (60K05)

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