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COMPOUND POISSON PROCESS WITH A POISSON SUBORDINATOR

This is a preview. Log in through your library . Abstract A compound Poisson process whose randomized time is an independent Poisson process is called a compound Poisson process with Poisson ...
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Nonhomogeneous bivariate compound Poisson process with short-term periodicity

This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.
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Moritz Otto, Aarhus Univ.: Compound Poisson process approximation and minimal angles in Delaunay triangles (Oberseminar Mathematische Stochastik)

I will discuss (compound) Poisson process approximation for stabilizing statistics of a stationary strongly mixing point process. The main results are formulated in a Wasserstein distance and are ...
Investopedia

Poisson Distribution: Formula and Meaning in Finance

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...