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Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory.

Romain BiardBruno Saussereau
Published in: J. Appl. Probab. (2014)
Keyphrases
  • poisson process
  • markov modulated
  • poisson processes
  • arrival rate
  • long range dependence
  • gaussian process
  • machine learning
  • brownian motion
  • bayesian networks
  • reinforcement learning
  • utility function