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20192026
most citedMixed fractional Risk Process

12 citations · 28 across the 9 of their papers we have counts for

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10 papers · 1 filter

math.PR2026

Some probabilistic properties and time-changed versions of a renewal process based on Mittag-Leffler waiting times

Mostafizar Khandakar, Bratati Pal

In this paper, we obtain some additional probabilistic properties of the renewal process , introduced by Beghin and Orsingher (2010). A time-ch…

math.PR2025

Generalized Counting Process with Random Drift and Different Brownian Clocks

Mostafizar Khandakar, Manisha Dhillon, Kuldeep Kumar Kataria

In this paper, we introduce drifted versions of the generalized counting process (GCP) with a deterministic drift and a random drift. The composition of stable subordinator with an…

math.PR2022

Some Compound Fractional Poisson Processes

M. Khandakar, K. K. Kataria

In this paper, we introduce and study fractional versions of three compound Poisson processes, namely, the Bell-Touchard process, the Poisson-logarithmic process and the generalize…

math.PR2021

Generalized Fractional Birth Process

K. K. Kataria, M. Khandakar

In this paper, we introduce a generalized birth process (GBP) which performs jumps of size whose rates depend on the state of the process at time . We derive…

math.PR2021

Skellam and Time-Changed Variants of the Generalized Fractional Counting Process

K. K. Kataria, M. Khandakar

In this paper, we study a Skellam type variant of the generalized counting process (GCP), namely, the generalized Skellam process. Some of its distributional properties such as the…

math.PR2021★ 2 cited

Generalized Fractional Counting Process

K. K. Kataria, M. Khandakar

In this paper, we obtain additional results for a fractional counting process introduced and studied by Di Crescenzo et al. (2016). For convenience, we call it the generalized frac…

math.PR2021★ 1 cited

Fractional Skellam Process of Order

K. K. Kataria, M. Khandakar

We introduce and study a fractional version of the Skellam process of order by time-changing it with an independent inverse stable subordinator. We call it the fractional Skell…

math.PR2020★ 8 cited

Convoluted Fractional Poisson Process

K. K. Kataria, M. Khandakar

In this paper, we introduce and study a convoluted version of the time fractional Poisson process by taking the discrete convolution with respect to space variable in the system of…

math.PR2020★ 12 cited

Mixed fractional Risk Process

K. K. Kataria, M. Khandakar

In this paper, we introduce a risk process, namely, the mixed fractional risk process (MFRP) in which the number of claims in the associated claim process are modelled using the mi…

math.PR2019★ 5 cited

On the Long-Range Dependence of Mixed Fractional Poisson Process

K. K. Kataria, M. Khandakar

In this paper, we show that the mixed fractional Poisson process (MFPP) exhibits the long-range dependence (LRD) property. It is proved by establishing an asymptotic result for the…