Autors: Stefanka Chukova., Lazarova, M. D., Leda Minkova.
Title: Polya-Aeppli process of order k of the second type with an application
Keywords: Polya-Aeppli distribution, Distributions of order k

Abstract: In this paper we propose and study the so called P´olya-Aeppli process of order k of the second type. Firstly, the process is defined using probability generating function, followed by its definition as a birth process. The distribution of the related counting process is presented by recursion formulae. The P´olyaAeppli process of order k of the second type is considered within the framework of the risk process and corresponding probability of ruin is studied. Using simulation, some interesting results for the probability of ruin are obtained. Also, a comparison between the P´olya-Aeppli process of order k and P´olya-Aeppli process of order k of the second type is discussed.

References

    Issue

    Istatistik: Journal of the Turkish Statistikal Association, vol. 13, issue 3, pp. 98--107, 2021, Turkey, DergiPark Akademik, ISBN ISSN: 1300-4077

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    Вид: публикация в международен форум, публикация в реферирано издание