8 citations · 25 across the 12 of their papers we have counts for
12 papers
Vector liftings for products of probability spaces and measurable modifications of stochastic processes
Maxim R. Burke, Nikolaos D. Macheras, Werner Strauss
We investigate the properties of linear primitive liftings for probability spaces , which are linear maps selecting a repres…
A characterization of progressively equivalent probability measures preserving the structure of a compound mixed renewal process
Spyridon M. Tzaninis, Nikolaos D. Macheras
Generalizing earlier works of Delbaen & Haezendonck [5] as well as of [18] and [16] for given compound mixed renewal process S under a probability measure P, we characterize all th…
A characterization of equivalent martingale probability measures in a mixed renewal risk model with applications in Risk Theory
Spyridon M. Tzaninis, Nikolaos D. Macheras
If a given aggregate process is a compound mixed renewal process under a probability measure , we provide a characterization of all probability measures on the domain of…
Some martingale characterizations of compound mixed Poisson processes
Demetrios P. Lyberopoulos, Nikolaos D. Macheras
Some martingale characterizations of compound mixed Poisson processes are proven, extending S. Watanabe's (1964) martingale characterization of Poisson processes as well as the mai…
A characterization of martingale-equivalent compound mixed Poisson process
Demetrios P. Lyberopoulos, Nikolaos D. Macheras
If a given aggregate process is a compound mixed Poisson process under a probability measure , a characterization of all probability measures on the domain of , such…
Marginals, measurable modifications of stochastic processes, and the product lifting problem
N. D. Macheras, W. Strauss
This paper deals with the problem of measurable lifting modification for stochastic processes in its most general form and with the 'product lifting problem'. Solutions to the posi…
A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles
Nikolaos D. Macheras, Spyridon M. Tzaninis
Generalizing earlier work of Delbaen and Haezendonck for given compound renewal process under a probability measure we characterize all probability measures on the doma…
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…
Some characterizations for Markov processes as mixed renewal processes
N. D. Macheras, S. M. Tzaninis
In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced…
Some Characterizations Of Mixed Renewal Processes
D. P. Lyberopoulos, N. D. Macheras
Some characterizations of mixed renewal processes in terms of exchangeability and of different types of disintegrations are given. As a consequence, an existence result for mixed r…
Some Characterizations of Mixed Poisson Processes
D. P. Lyberopoulos, N. D. Macheras
A characterization of mixed Poisson processes in terms of disintegrations is proven. As a consequence some further characterizations of such processes via claim interarrival proces…
Splitting of liftings in products of probability spaces
W. Strauss, N. D. Macheras, K. Musial
We prove that if (X,\mathfrakA,P) is an arbitrary probability space with countably generated σ-algebra \mathfrakA, (Y,\mathfrakB,Q) is an arbitrary complete probability space with…