Article ID Journal Published Year Pages File Type
1152164 Statistics & Probability Letters 2013 10 Pages PDF
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
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