English

Stopping Times Occurring Simultaneously

Probability 2024-11-21 v5 Mathematical Finance

Abstract

Stopping times are used in applications to model random arrivals. A standard assumption in many models is that they are conditionally independent, given an underlying filtration. This is a widely useful assumption, but there are circumstances where it seems to be unnecessarily strong. We use a modified Cox construction along with the bivariate exponential introduced by Marshall and Olkin (1967) to create a family of stopping times, which are not necessarily conditionally independent, allowing for a positive probability for them to be equal. We show that our initial construction only allows for positive dependence between stopping times, but we also propose a joint distribution that allows for negative dependence while preserving the property of non-zero probability of equality. We indicate applications to modeling COVID-19 contagion (and epidemics in general), civil engineering, and to credit risk.

Keywords

Cite

@article{arxiv.2111.09458,
  title  = {Stopping Times Occurring Simultaneously},
  author = {Philip Protter and Alejandra Quintos},
  journal= {arXiv preprint arXiv:2111.09458},
  year   = {2024}
}
R2 v1 2026-06-24T07:42:55.110Z