Mixed Poisson Processes
Author | : J Grandell |
Publisher | : CRC Press |
Total Pages | : 281 |
Release | : 2020-10-28 |
ISBN-10 | : 9781000109993 |
ISBN-13 | : 1000109992 |
Rating | : 4/5 (992 Downloads) |
Download or read book Mixed Poisson Processes written by J Grandell and published by CRC Press. This book was released on 2020-10-28 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.