1 citations · 3 across the 9 of their papers we have counts for
10 papers
Killing random motions with finite velocity
Enzo Orsingher, Manfred Marvin Marchione
In this paper, we study finite-velocity random motions subject to a killing mechanism acting at direction changes: at each change of direction, the motion is killed with a fixed pr…
Dirichlet problems and exit distributions for the telegraph process and its planar extensions
Manfred Marvin Marchione, Enzo Orsingher
In this paper, we study boundary-value problems describing the exit distribution of finite-velocity random motions from prescribed domains. For the standard telegraph process, with…
One-dimensional and planar random motions with variable propagation speeds
Manfred Marvin Marchione, Enzo Orsingher
In this paper, we study univariate and planar random motions with variable propagation speeds. We first consider motions with space-varying velocity, which can be reduced to consta…
On a planar random motion with asymptotically correlated components
Manfred Marvin Marchione, Enzo Orsingher
We study a planar random motion with orthogonal directions, where the direction switches are governed by a homogeneous Poisson process. At each Poisson even…
Planar random motions in a vortex
Enzo Orsingher, Manfred Marvin Marchione
We study a planar random motion with orthogonal directions which can turn clockwise, counterclockwise and reverse its direction each with a different probabil…
Non-monotone dependence modeling with copulas: an application to the volume-return relationship
Manfred Marvin Marchione, Fabio Baione
This paper introduces an innovative method for constructing copula models capable of describing arbitrary non-monotone dependence structures. The proposed method enables the creati…
GEMAct: a Python package for non-life (re)insurance modeling
Gabriele Pittarello, Edoardo Luini, Manfred Marvin Marchione
This paper introduces , a package for actuarial modelling based on the collective risk model. The library supports applications to risk costing a…
Pseudoprocesses related to higher-order equations of vibrations of rods
Manfred Marvin Marchione, Enzo Orsingher
In this paper we study Fresnel pseudoprocesses whose signed measure density is a solution to a higher-order extension of the equation of vibrations of rods. We also investigate spa…
Stable distributions and pseudo-processes related to fractional Airy functions
Manfred Marvin Marchione, Enzo Orsingher
In this paper we study pseudo-processes related to odd-order heat-type equations composed with Lévy stable subordinators. The aim of the article is twofold. We first show that the…
Hitting distribution of a correlated planar Brownian motion in a disk
Manfred Marvin Marchione, Enzo Orsingher
In this paper we study the hitting probability of a circumference for a correlated Brownian motion , being the correlation c…