Article ID: | iaor19941242 |
Country: | France |
Volume: | 26 |
Issue: | 1 |
Start Page Number: | 41 |
End Page Number: | 55 |
Publication Date: | Jan 1992 |
Journal: | RAIRO Operations Research |
Authors: | Bassan B., Scarsini M. |
The authors define some orderings on the class of pure jump processes and they study their mutual implications, in general and for some relevant subclasses of processes, such as compound Poisson. Some of these orderings are extensions of known orderings for point processes, while some others are new and take explicitly into account the variable magnitude of jumps. Preservation of these orderings under superposition and thinning is studied.