The Poisson process is one of the simplest stochastic processes defined in continuous time,
having interesting mathematical properties, leading, in many situations, to applications …

Effective and powerful techniques to characterize the quality of a mixture with multiple
components have been recently reviewed and linked with mixing mechanisms using 2-D …

The Poisson process is one of the simplest stochastic processes defined in continuous time,
having interesting mathematical properties, leading, in many situations, to applications …

Systemic risk measures were introduced to capture the global risk and the corresponding
contagion effects that are generated by an interconnected system of financial institutions. To …

In this paper, we introduce a class of stochastic interest model driven by a compound
Poisson process and a Brownian motion, in which the jumping times of force of interest …

This paper investigates a nonstandard renewal counting process with dependent inter-
arrival times-web renewal process. Several limit properties, including the tail of the …

This thesis is split into three partsand deals with a robust utility maximization problem,
systemic risk measures and their numerical approximation. In the first part, a …

Uma das limitações do processo Poisson é a hipótese de saltos unicamente unitários em in-
tervalos infinitesimais. Todavia essa limitação é contornada pelo processo Poisson …

Credit life insurance is a kind of term life insurance, which is the debtor's life is insured and
the amount of coverage is limited by the value of the loan. This study aims to calculate the …