collaborators

1 paper

math.PR2025

Iterated Poisson Processes for Catastrophic Risk Modeling in Ruin Theory

Dongdong Hu, Svetlozar T. Rachev, Hasanjan Sayit +2

This paper studies the properties of the Multiply Iterated Poisson Process (MIPP), a stochastic process constructed by repeatedly time-changing a Poisson process, and its applicati…