This is a preview. Log in through your library . Abstract A compound Poisson process whose randomized time is an independent Poisson process is called a compound Poisson process with Poisson ...

This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.

Our news journalists obtained a quote from the research from Harvard University, "The aggregate claim or total claim amount process in [0, t] is represented by the random sum of N independent ...

We consider a compound Poisson process whose jumps are modelled as a sequence of positive, integer-valued, dependent random variables, W1, W2,..., viewed as insurance claim amounts. The number of ...

You are currently accessing Risk.net via your Enterprise account. If you already have an account please use the link below to sign in. If you have any problems with your access or would like to ...