The risk theory: application in actuarial science= La théorie du risque : application en actuariat
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Date
2026
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Université Badji Mokhtar Annaba
Abstract
The Poisson New XLindley Process, a new iteration of the non-homogeneous Pois- son process, is prese
nted in this thesis. A few statistical haracteristics are showcased. Furthermore, a comparison analysis is
provided between the Poisson counting process
version, Poisson Lindley, Poisson XLindley, and Poisson new XLindley process. We apply the proposed models to a ruin problem to demonstrate their usefulness. Our intention is to attract scholars by demonstrating the adaptability and potential uses of these innova- tive Processes.
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Keywords
stochastic processes; poisson process; poisson new xlindley process