On the comparison of pure jump processes

B. Bassan; M. Scarsini

RAIRO - Operations Research - Recherche Opérationnelle (1992)

  • Volume: 26, Issue: 1, page 41-55
  • ISSN: 0399-0559

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Bassan, B., and Scarsini, M.. "On the comparison of pure jump processes." RAIRO - Operations Research - Recherche Opérationnelle 26.1 (1992): 41-55. <http://eudml.org/doc/105029>.

@article{Bassan1992,
author = {Bassan, B., Scarsini, M.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {orderings; pure jump processes; orderings for point processes; superposition; thinning},
language = {eng},
number = {1},
pages = {41-55},
publisher = {EDP-Sciences},
title = {On the comparison of pure jump processes},
url = {http://eudml.org/doc/105029},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Bassan, B.
AU - Scarsini, M.
TI - On the comparison of pure jump processes
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1992
PB - EDP-Sciences
VL - 26
IS - 1
SP - 41
EP - 55
LA - eng
KW - orderings; pure jump processes; orderings for point processes; superposition; thinning
UR - http://eudml.org/doc/105029
ER -

References

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  1. 1. B. BASSAN, E. ÇINLAR and M. SCARSINI, Stochastic Comparison of Semimartingale Hunt Processes, 1989 (unpublished manuscript). 
  2. 2. Y. L. DENG, On the Comparison of Point Processes, J. Appl. Probab., 1985 a, 22, pp. 300-313. Zbl0566.60047MR789354
  3. 3. Y. L. DENG, Comparison of Inhomogeneous Poisson Processes, Chinese Ann. Math., 1985 b, Ser. 6B, pp. 83-96. Zbl0558.60041MR795706
  4. 4. L. I. GAL'CHUK, A Comparison Theorem for Stochastic Equations with Integrals with Respect to Martingales and Random Measures, Theory Probab. Appl., 1982, 27, pp. 450-460. Zbl0516.60074MR673916
  5. 5. H. U. GERBER, An Introduction to Mathematical Risk Theory, Heubner, Philadelphia, 1979. Zbl0431.62066MR579350
  6. 6. J. GRANDELL, Aspects of Risk Theory, Springer Verlag, New York, 1991. Zbl0717.62100MR1084370
  7. 7. T. KAMAE, U. KRENGEL and G. L. O'BRIEN, Stochastic Inequalities on Partially Ordered Space, Ann. Probab., 1977, 5, pp. 899-912. Zbl0371.60013MR494447
  8. 8. D. R. MILLER, Almost Sure Comparison of Renewal Processes and Poisson Processe, with Application to Reliability Theory, Math. Oper. Res., 1979, 4 pp. 406-413. Zbl0418.60087MR549126
  9. 9. T. ROLSKI and R. SZEKLI, Stochastic Ordering and Thinning of Point Processe, Mathematical Institute, University of Wroclaw, 1989. Zbl0734.60050
  10. 10. W. WHITT, Comparing Counting Processes and Queues, Ad. in Appl. Probab., 1981, 13, pp. 207-220. Zbl0449.60064MR595895

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