Hostname: page-component-5c6d5d7d68-txr5j Total loading time: 0 Render date: 2024-08-18T05:17:42.773Z Has data issue: false hasContentIssue false
  • English
  • Français

A comparison criterion for explosions in point processes

Published online by Cambridge University Press:  14 July 2016

J. Haezendonck  and
F. de Vylder
J. Haezendonck*
Affiliation:
University of Antwerp
F. de Vylder*
Affiliation:
Université Catholique de Louvain
*
∗Postal address: Department of Mathematics, University of Antwerp, Universiteitsplein 1, B–2610 Wilryk, Belgium.
∗∗Postal address: Université Catholique de Louvain, 1348 Louvain-La-Neuve, Belgium
Get access Rights & Permissions [Opens in a new window]

Abstract

It is proved that under certain conditions the probability of explosion of a first point process is not larger than the probability of explosion of a second point process if the intensities of both processes fulfil the same inequality.

Keywords

POINT PROCESSEXPLOSIONRANDOM INTENSITY
Type
Short Communications
Information
Journal of Applied Probability , Volume 17 , Issue 4 , December 1980 , pp. 1102 - 1107
Copyright
Copyright © Applied Probability Trust 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Bühlmann, H. (1970) Mathematical Methods in Risk Theory. Springer-Verlag, Berlin.Google Scholar
[2] De Vylder, F. (1977) Martingales and ruin in a dynamical risk process. Scand. Actuarial J., 217–225.Google Scholar