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- Athena Research and Innovation Center In Information Communication & Knowledge TechnologiesGR9 papers
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- Institute of Informatics & Telecommunications6 papers
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5 papers · 1 filter
A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles
Nikolaos D. Macheras, Spyridon M. Tzaninis
Generalizing earlier work of Delbaen and Haezendonck for given compound renewal process under a probability measure we characterize all probability measures on the doma…
Some characterizations for Markov processes as mixed renewal processes
N. D. Macheras, S. M. Tzaninis
In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced…
Some Characterizations of Mixed Poisson Processes
D. P. Lyberopoulos, N. D. Macheras
A characterization of mixed Poisson processes in terms of disintegrations is proven. As a consequence some further characterizations of such processes via claim interarrival proces…
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation
Nikolaos Englezos, Nikolaos Frangos, Xanthi-Isidora Kartala +1
This paper studies forward and backward versions of random Burgers equation (RBE) with stochastic coefficients. Firstly, the celebrated Cole-Hopf transformation reduces the forward…
Splitting of liftings in products of probability spaces
W. Strauss, N. D. Macheras, K. Musial
We prove that if (X,\mathfrakA,P) is an arbitrary probability space with countably generated σ-algebra \mathfrakA, (Y,\mathfrakB,Q) is an arbitrary complete probability space with…