Oct 22, 2024 · In this study, we define the Pólya–Aeppli process of order k as a compound Poisson process with truncated geometric compounding distribution ...

In this study, we define the Pólya–Aeppli process of order k as a compound Poisson process with truncated geometric compounding distribution with success ...

For the Pólya - Aeppli of order k risk model we derive the joint distribution of the time to ruin and the deficit at ruin as well as the ruin probability. We ...

We define a Poisson of order k risk model and we consider a Pólya-Aeppli of order k risk model. For these risk models we define an exponential martingales. The ...

In this study, we define the Pólya–Aeppli process of order k as a compound Poisson process with truncated geometric compounding distribution with success ...

In this paper we introduced three risk models: a Poisson risk model, a Pólya-Aeppli risk model and a Non-central. Pólya-Aeppli risk model. For these models ...

Aug 9, 2024 · We consider the risk model in which the counting process is the Pólya-Aeppli process. It is called a Pólya-Aeppli risk model. The problem of ...

Abstract. In this paper we consider two compound processes of order k, one that is a Poisson process of order k and another one, Pólya-Aeppli.

Abstract: In this paper we consider two compound processes of order k, one that is a Poisson process of order k and another one, Pólya-Aeppli process of ...

Abstract: In this paper we propose and study the so called Pólya-Aeppli process of order k of the second type. Firstly, the process is defined using ...