Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152164 | Statistics & Probability Letters | 2013 | 10 Pages |
Abstract
We prove large deviation principles for two versions of fractional Poisson processes: the main version is a renewal process, the alternative version is a weighted Poisson process. We also present asymptotic results for the ruin probabilities of an insurance model with a fractional Poisson claim number process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Luisa Beghin, Claudio Macci,