22 citations · 44 across the 9 of their papers we have counts for
9 papers
How exceptional is the extremal Kendall and Kendall-type convolution
B. H. Jasiulis-Gołdyn, J. K. Misiewicz, E. Omey +1
This paper deals with the generalized convolutions connected with the Williamson transform and the maximum operation. We focus on such convolutions which can define transition prob…
Cramer-Lundberg model for some classes of extremal Markov sequences
B. H. Jasiulis-Gołdyn, A. Lechańska, J. K. Misiewicz
The classical Cramer-Lundberg model was the first attempt to describe the financial condition of the insurance company. The incomes were approximated by a steady stream of money, i…
Renewal theory for extremal Markov sequences of the Kendall type
B. H. Jasiulis-Gołdyn, K. Naskręt, J. K. Misiewicz +1
The paper deals with renewal theory for a class of extremal Markov sequences connected with the Kendall convolution. We consider here some particular cases of the Wold processes as…
Weak Lévy-Khintchine representation for weak infinite divisibility
B. H. Jasiulis-Gołdyn, J. K. Misiewicz
A random vector is weakly stable iff for all there exists a random variable such that , where $X…
Classical definitions of the Poisson process do not coincide in the case of generalized convolutions
B. H. Jasiulis-Gołdyn, J. K. Misiewicz
In the paper we consider a generalizations of the notion of Poisson process to the case when classical convolution is replaced by generalized convolution in the sense of K. Urbanik…
Lévy processes and stochastic integrals in the sense of generalized convolutions
M. Borowiecka-Olszewska, B. H. Jasiulis-Gołdyn, J. K. Misiewicz +1
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely d…