activity
20142026
most citedA characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles

7 citations · 8 across the 7 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

math.PR2016

On the equivalence of various definitions of mixed Poisson processes

D. P. Lyberopoulos, N. D. Macheras, S. M. Tzaninis

Under mild assumptions the equivalence of the mixed Poisson process with mixing parameter a real-valued random variable to the one with mixing distribution as well as to the mixed…