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 ...

This is a preview. Log in through your library . Abstract Let $\{X_{n,j}: j = 1, \cdots, n, n \geqslant 1\}$ be an array of nonnegative random variables in which each row forms a (finite) stationary ...

Welcome to the third issue of Volume 16 of The Journal of Operational Risk. We are glad to see that the Basel changes to the calculation of regulatory operational risk capital have not stopped ...