Around Poisson New XLindley Process: Comparison and Application in Actuarial Science
Keywords:
Stochastic processes, Poisson process, stochastic properties, Compound Poisson Lindley process.Abstract
This paper deals with a new version of the non-homogeneous Poisson process (called the Poisson New XLindley Process). Some statistical properties are presented. In addition, a comparative study with the counting process version of Poisson, Poisson
Lindley, Poisson XLindley, and Poisson's new XLindley process is given using the ruin model.
References
Benatmane, C, Zeghdoudi, H,.Pakyari, R. (2024). Modified Poisson Process:Properties and Application in Ruin Model. Lobachevskii Journal of Mathematics, Vol.45, No. 9, pp. 4044-4053.