process by a homogeneous compound Poisson process and extend our model to an inhomogeneous compound Poisson process. Interest … methods of calculating the transition density of an inhomogeneous compound Poisson process is necessary for calculating the … expectation and the variance of those in the inhomogeneous compound Poisson model, however little attention has been given to such …

This paper is concerned with the problem of ruin in the classical compound binomial and compound Poisson risk models …

in the compound Poisson risk process at the discrete time points {Lk}k=0∞ where the event of ruin is checked and dividend …

compound Poisson process. We also establish an estimation for the coherent entropic risk measure of sum of i.i.d. random … for compound Poisson process. Finally, several simulation results are given to support our results. …

The compound Poisson INAR(1) model for time series of overdispersed counts is considered. For such CPINAR(1) processes …

compound Poisson distribution. The characteristic function and Kerstan’s methods are used to obtain local estimates and …

Consider a compound Poisson process which is discretely observed with sampling interval <InlineEquation ID="IEq1 …

We consider the optimal reinsurance and investment problem in an unobservable Markov-modulated compound Poisson risk …