%0 Journal Article
%T Large deviations for fractional Poisson processes
%A Luisa Beghin
%A Claudio Macci
%J Mathematics
%D 2012
%I arXiv
%X We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance model with constant premium rate, i.i.d. light tail claim sizes, and a fractional Poisson claim number process. We conclude with the alternative version where all the random variables are weighted Poisson distributed. Keywords: Mittag Le?er function; renewal process; random time cha
%U http://arxiv.org/abs/1204.1446v2