Time-changed Poisson processes of order k

DOI10.1080/07362994.2019.1653198zbMath1427.60091arXiv1811.04567OpenAlexW2969365979MaRDI QIDQ5206082

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Publication date: 18 December 2019

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.04567

zbMATH Keywords

ruinsimulationLévy subordinatorPoisson process of order \(k\)inverse Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Stochastic applications of Caputo-type convolution operators with nonsingular kernels ⋮ Hitting probabilities of weighted Poisson processes with different intensities and their subordinations ⋮ Time-changed space-time fractional Poisson process ⋮ Convoluted fractional Poisson process of order k ⋮ Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond ⋮ Subordinated compound Poisson processes of order \(k\) ⋮ Recent developments on fractional point processes ⋮ Generalized fractional counting process ⋮ Skellam and time-changed variants of the generalized fractional counting process

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