Articulo
Mixed Poisson Process With Pareto Mixing Variable And Its Risk Applications
Lithuanian Mathematical Journal
Registro en:
1151441
1151441
Autor
Jordanova, Pavlina
Stehlik, Milan
Institución
Resumen
This paper considers a mixed Poisson process with Pareto mixing variable, Exp-Pareto, and Erlang-Pareto distributions. New important properties of these distributions are derived.Approximations of the random time transformed Cram,r-Lundberg collective ris Regular FONDECYT FONDECYT