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Some Remarks on the Prendiville Model in the Presence of Jumps

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Abstract

The inhomogeneous Prendiville process in the presence of catastrophes at a generic state of the space of the states is considered. The transition probabilities and the moments are determined in closed form for the homogeneous case and when the intensities of the involved processes have the same time dependence.

This work is partially supported by G.N.C.S.- INdAM.

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Authors and Affiliations

  1. Dipartimento di Informatica, Università di Salerno, Via Giovanni Paolo II, n. 132, 84084, Fisciano, SA, Italy

    Virginia Giorno, Amelia G. Nobile & Serena Spina

Authors
  1. Virginia Giorno
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  2. Amelia G. Nobile
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  3. Serena Spina
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Corresponding author

Correspondence to Virginia Giorno .

Editor information

Editors and Affiliations

  1. University of Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, Spain

    Roberto Moreno-Díaz

  2. Johannes Kepler University Linz, Linz, Austria

    Franz Pichler

  3. University of Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, Spain

    Alexis Quesada-Arencibia

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Giorno, V., Nobile, A.G., Spina, S. (2020). Some Remarks on the Prendiville Model in the Presence of Jumps. In: Moreno-Díaz, R., Pichler, F., Quesada-Arencibia, A. (eds) Computer Aided Systems Theory – EUROCAST 2019. EUROCAST 2019. Lecture Notes in Computer Science(), vol 12013. Springer, Cham. https://doi.org/10.1007/978-3-030-45093-9_19

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  • DOI: https://doi.org/10.1007/978-3-030-45093-9_19

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-45092-2

  • Online ISBN: 978-3-030-45093-9

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