This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.

This is a preview. Log in through your library . Abstract A compound Poisson process whose randomized time is an independent Poisson process is called a compound Poisson process with Poisson ...

N(t) is a Poisson process with rate lambda (interarrival times are exponential) Xi are independent exponential random variables with rate mu N(t) and Xi are independent The goal is to derive the ...

Abstract: O-U compound Poisson processes, as a new category of processes of Ornstein--Uhlenbeck type, are put forward in this paper. These processes are a generalization of gamma O--U processes. By ...

To study chromosomal aberrations that may lead to cancer formation or genetic diseases, the array-based Comparative Genomic Hybridization (aCGH) technique is often used for detecting DNA copy number ...

In this paper, we study the actual operating of an insurance company with random income. A double compound Poisson-Geometric risk model with interference was established. By using the martingale ...

Abstract: GaAs space solar cells always suffered from the complex and hostile space environment. Space solar cell reliability is crucial factor to ensure the normal operation of space satellites. A ...

Injury-related mortality rate estimates are often analyzed under the assumption that case counts follow a Poisson distribution. Certain types of injury incidents occasionally involve multiple ...

In this note we study the optimal dividend problem for a company whose surplus process, in the absence of dividend payments, evolves as a generalized compound Poisson model in which the counting ...