179 citations · 208 across the 27 of their papers we have counts for
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math.PR2016
Another characterization of homogeneous Poisson processes
Matija Vidmar
For a general renewal process (allowing delay, defect and multiple simultaneous arrivals) the independence of the first renewal epochs of the marked processes got from by B…
math.PR2016
A couple of remarks on the convergence of -fields on probability spaces
Matija Vidmar
The following modes of convergence of sub--fields on a given probability space have been studied in the literature: weak convergence, strong convergence, convergence with respec…
q-fin.MF2016
Ruin under stochastic dependence between premium and claim arrivals
Matija Vidmar
We investigate, focusing on the ruin probability, an adaptation of the Cramer-Lundberg model for the surplus process of an insurance company, in which, conditionally on their inten…