We introduce stochastic time-dependency in evolving graphs: starting from an arbitrary initial edge probability distribution, at every time step, every edge changes its state (existing or not)â€¦ (More)

We consider risk processes with reinsurance. A general family of reinsurance contracts is allowed, including proportional and excess-of-loss policies. Claim occurrence is regulated by a classicalâ€¦ (More)

and Applied Analysis 3 where the first term refers to the probability mass concentrated in the origin, Î´ y denotes the Dirac delta function, and fYÎ² denotes the density of the absolutely continuousâ€¦ (More)

Let (X(t)) be a risk process with reserve-dependent premium rate, delayed claims and initial capital u. Consider a class of risk processes {(XÎµ(t)) : Îµ > 0} derived from (X(t)) via scaling in a slowâ€¦ (More)

We prove that the large deviation principle holds for a class of processes inspired by semi-Markov additive processes. For the processes we consider, the sojourn times in the phase process need notâ€¦ (More)

We prove the large deviation principle for the posterior distributions on the (unknown) parameter of a multivariate autoregressive process with i.i.d. Normal innovations. As a particular case, weâ€¦ (More)

We present some correlated fractional counting processes on a finite-time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main caseâ€¦ (More)