Generalized iterated Poisson process and applications

DOI10.1007/s10959-024-01362-0MaRDI QIDQ6633177

A. K. Pathak, Ritik Soni

Publication date: 5 November 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

compound Poisson processGerber-Shiu functionsurplus processruin modelfirst-passage time distributionLRD propertytime-fractional Poisson processfractional Bell polynomials

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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