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A generalized quasi-likelihood estimation of a Poisson process
Quasi-likelihood method Non-orthogonal estimating functions
2010/9/15
In this paper, generalized quasi-likelihood estimation for a Poisson Process model with a dependent structure is developed incorporating knowledge of skewness and kurtosis. This is a generalization of...
Some Results for the Compound Poisson Process That is Perturbed by Diffusion
compound Poisson process diffusion ruin Probability
2007/12/10
In the present paper surplus process perturbed by diffusion are considered. The distributions of the surplus immediately before and at ruin corresponding to the probabilities of ruin caused by oscilla...