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Generalized fractional risk process

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Publication:6643673

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DOI10.1007/s11009-024-10111-zMaRDI QIDQ6643673

A. K. Pathak, Ritik Soni

Publication date: 26 November 2024

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

risk process inverse stable subordinator generalized fractional counting process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial mathematics (91G05)

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