6 citations · 7 across the 5 of their papers we have counts for
5 papers
Markov branching process with infinite variance and non-homogeneous immigration with infinite mean
Kosto V. Mitov, Nikolay M. Yanev
The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump…
On a class of critical Markov branching processes with non-homogeneous Poisson immigration
Kosto V. Mitov, Nikolay M. Yanev
The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump…
Bivariate Compound Poisson Risk Processes with Shocks
Pavlina Jordanova, Evelina Veleva, Kosto Mitov
Contemporary insurance theory is concentrated on models with different types of polices and shock events may influence the payments on some of them. Jordanova (2018) considered a m…
Critical Branching Regenerative Processes with Migration
George P. Yanev, Kosto V. Mitov, Nickolay M. Yanev
This paper demonstrates a new regeneration processes technology making use of positive stable distributions. We study the asymptotic behavior of branching processes with a randomly…
Extremes of geometric variables with applications to branching processes
Kosto V. Mitov, Anthony G. Pakes, George P. Yanev
We obtain limit theorems for the row extrema of a triangular array of zero-modified geometric random variables. Some of this is used to obtain limit theorems for the maximum family…