Polya-Aeppli-Lindley Process

Authors

  • Pavel Stoynov* Faculty of Mathematics and Informatics, Sofia University `St. Kl. Ohridski'
  • Leda Minkova Faculty of Mathematics and Informatics, Sofia University `St. Kl. Ohridski'

DOI:

https://doi.org/10.11145/120

Abstract

In this study we introduce the Polya-Aeppli-Lindley distribution as amixed Polya- Aeppli distribution with Lindley mixing distribution. Someproperties, probability mass function and recursion formulas are given.Then we define a stochastic counting process with Polya-Aeppli-Lindleydistribution. An equivalent definition as a pure birth process and someadditional properties are given. As an application, we introduce a Polya-Aeppli- Lindley risk model, and analyze some properties, ruin probabilityand deficit at the time of ruin.

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Published

2013-04-24

Issue

Pilot Issue

Section

Conference Contributions

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