Compound Poisson Process with a Poisson Subordinator

Antonio Di Crescenzo, Barbara Martinucci, Shelemyahu Zacks. Compound Poisson Process with a Poisson Subordinator. J. Applied Probability, 52(2):360-374, 2015. [doi]

Authors

Antonio Di Crescenzo

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Barbara Martinucci

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Shelemyahu Zacks

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