An Operator Property of the Distribution of a Nonhomogeneous Poisson Process with Applications

被引：0

作者：

Psarrakos, Georgios ^{[1
]}

机构：

[1] Univ Piraeus, Dept Stat, Insurance Sci, 80 Karaoli & Demetriou St, Piraeus, Greece

来源：

METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | 2016年 / 18卷 / 04期

关键词：

Nonhomogeneous Poisson process; Hazard function; Integral operator; Equilibrium distribution; Length-biased distribution; CUMULATIVE RESIDUAL ENTROPY; DISCOUNTED PENALTY-FUNCTION; CLAIM CAUSING RUIN; RELEVATION TRANSFORM; TIME; MODEL;

D O I：

10.1007/s11009-015-9466-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A class of integral operators is considered, and a semi-preserving property for the tail distribution of a nonhomogeneous Poisson process is obtained. This new result is applied to the equilibrium and length-biased tail distributions, and some characterization results are studied. Numerical examples are also given to evaluate our results.

引用

页码：1197 / 1215

页数：19

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