8 citations · 25 across the 12 of their papers we have counts for
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math.PR2017
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…
math.PR2017★ 7 cited
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…