27 citations · 85 across the 17 of their papers we have counts for
19 papers
Applications of the Quantile-Based Probabilistic Mean Value Theorem to Distorted Distributions
Antonio Di Crescenzo, Barbara Martinucci, Julio Mulero
Distorted distributions were introduced in the context of actuarial science for several variety of insurance problems. In this paper we consider the quantile-based probabilistic me…
Continuous-time multi-type Ehrenfest model and related Ornstein-Uhlenbeck diffusion on a star graph
Antonio Di Crescenzo, Barbara Martinucci, Serena Spina
We deal with a continuous-time Ehrenfest model defined over an extended star graph, defined as a lattice formed by the integers of semiaxis joined at the origin. The dynamics o…
A model based on the fractional Brownian motion for the temperature fluctuation in the Campi Flegrei caldera
A. Di Crescenzo, B. Martinucci, V. Mustaro
The aim of this research is to identify an efficient model to describe the fluctuations around the trend of the soil temperatures monitored in the volcanic caldera of the Campi Fle…
Telegraph process with elastic boundary at the origin
Antonio Di Crescenzo, Barbara Martinucci, Shelemyahu Zacks
We investigate the one-dimensional telegraph random process in the presence of an elastic boundary at the origin. This process describes a finite-velocity random motion that altern…
Piecewise linear processes with Poisson-modulated exponential switching times
Antonio Di Crescenzo, Barbara Martinucci, Nikita Ratanov
We consider the jump telegraph process when switching intensities depend on external shocks also accompanying with jumps. The incomplete financial market model based on this proces…
Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin
Claudio Macci, Barbara Martinucci, Enrica Pirozzi
We consider a telegraph process with elastic boundary at the origin studied recently in the literature. It is a particular random motion with finite velocity which starts at $x\geq…