Corners and records of the Poisson process in quadrant.
Gnedin, Alexander (2008)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “Stationary inequalities for dams with content-dependent release rate”
Corners and records of the Poisson process in quadrant.
A deterministic displacement theorem for Poisson processes.
Knill, Oliver (1997)
Electronic Research Announcements of the American Mathematical Society [electronic only]
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Testing the independence of two Poisson processes.
H. Wegmann (1983)
Journal für die reine und angewandte Mathematik
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A continuous-time model for claims reserving
T. Rolski, A. Tomanek (2014)
Applicationes Mathematicae
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Prediction of outstanding liabilities is an important problem in non-life insurance. In the framework of the Solvency II Project, the best estimate must be derived by well defined probabilistic models properly calibrated on the relevant claims experience. A general model along these lines was proposed earlier by Norberg (1993, 1999), who suggested modelling claim arrivals and payment streams as a marked point process. In this paper we specify that claims occur in [0,1] according to a...
Limit theorems for the process of exceedances in large populations.
Rahimov, Ibrahim, Hasan, Husna (2000)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
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On the comparison of pure jump processes
B. Bassan, M. Scarsini (1992)
RAIRO - Operations Research - Recherche Opérationnelle
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Iterations of translative integral formulae and non-isotropic Poisson processes of particles.
Wolfgang Weil (1990)
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The structure distribution in a mixed Poisson process.
Teugels, Jozef L., Vynckier, Petra (1996)
Journal of Applied Mathematics and Stochastic Analysis
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Relationship between Extremal and Sum Processes Generated by the same Point Process
Pancheva, E., Mitov, I., Volkovich, Z. (2009)
Serdica Mathematical Journal
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2000 Mathematics Subject Classification: Primary 60G51, secondary 60G70, 60F17. We discuss weak limit theorems for a uniformly negligible triangular array (u.n.t.a.) in Z = [0, ∞) × [0, ∞)^d as well as for the associated with it sum and extremal processes on an open subset S . The complement of S turns out to be the explosion area of the limit Poisson point process. In order to prove our criterion for weak convergence of the sum processes we introduce and study sum processes...
Ranked Fragmentations
Julien Berestycki (2010)
ESAIM: Probability and Statistics
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In this paper we define and study self-similar ranked fragmentations. We first show that any ranked fragmentation is the image of some partition-valued fragmentation, and that there is in fact a one-to-one correspondence between the laws of these two types of fragmentations. We then give an explicit construction of homogeneous ranked fragmentations in terms of Poisson point processes. Finally we use this construction and classical results on records of Poisson point processes to study...