# Mixed fractional Risk Process

Source: [Mixed fractional Risk Process](<https://www.sota2.com/research/paper/68fa58321e209131ce9abfff>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2025-10-27T05:17:49.585Z

Authors: K. K. Kataria, M. Khandakar

Published: 2020-01-27T05:06:56.000Z

## Abstract

In this paper, we introduce a risk process, namely, the mixed fractional risk process (MFRP) in which the number of claims in the associated claim process are modelled using the mixed fractional Poisson process (MFPP). The covariance structure of the MFRP is studied and its long-range dependence property has been established. Also, we show that the increments of MFRP exhibit the short-range dependence property. Another fractional risk process based on the MFPP is introduced which we call as the MFRP-II. It differs from the MFRP in terms of premium. Its ruin probabilities in the case of exponential and subexponential distributions of claim sizes are obtained.

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## Original sources and implementation

[Original paper](<https://arxiv.org/abs/2001.09992>)

[PDF](<https://arxiv.org/pdf/2001.09992.pdf>)