8 citations · 25 across the 12 of their papers we have counts for
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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…