1.2k citations
- National Institute for Subatomic PhysicsNL24 papers
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Showing 2007 · math.PRShow all
3 papers · 2 filters
math.PR2007★ 1 cited
A two-dimensional ruin problem on the positive quadrant
Florin Avram, Zbigniew Palmowski, Martijn Pistorius
In this paper we study the joint ruin problem for two insurance companies that divide between them both claims and premia in some specified proportions (modeling two branches of th…
math.PR2007★ 1 cited
Corners and Records of the Poisson Process in Quadrant
Alexander Gnedin
The scale-invariant spacings lemma due to Arratia, Barbour and Tavar{é} establishes the distributional identity of a self-similar Poisson process and the set of spacings between th…
math.PR2007★ 1 cited
On the number of collisions in -coalescents
Alexander Gnedin, Yuri Yakubovich
We examine the total number of collisions in the -coalescent process which starts with particles. A linear growth and a stable limit law for are shown under the…