On the equivalence of various definitions of mixed poisson processes

DOI10.1515/MS-2017-0238zbMath1505.60053arXiv1607.05452OpenAlexW2962703886WikidataQ128181437 ScholiaQ128181437MaRDI QIDQ5228787

Spyridon M. Tzaninis, Demetrios P. Lyberopoulos, Nikolaos Demetrios Macheras

Publication date: 12 August 2019

Published in: Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.05452

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Applications of a change of measures technique for compound mixed renewal processes to the ruin problem ⋮ A characterization of martingale-equivalent mixed compound Poisson processes ⋮ Some characterizations of mixed renewal processes

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