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: 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 ...

This repository contains an R script that demonstrates the simulation and visualization of a Compound Poisson Process. The code generates sample paths and graphical representations of the process, ...

ABSTRACT: 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 ...

In this paper, a hybrid dividend strategy in the compound Poisson risk model is considered. In the absence of dividends, the surplus of an insurance company is modelled by a compound Poisson process.