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Grandell

Mixed Poisson Processes

Medium: Buch
ISBN: 978-0-412-78700-3
Verlag: Science Publishers
Erscheinungstermin: 01.05.1997
Lieferfrist: bis zu 10 Tage

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.


Produkteigenschaften


  • Artikelnummer: 9780412787003
  • Medium: Buch
  • ISBN: 978-0-412-78700-3
  • Verlag: Science Publishers
  • Erscheinungstermin: 01.05.1997
  • Sprache(n): Englisch
  • Auflage: 1. Auflage 1997
  • Serie: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
  • Produktform: Gebunden
  • Gewicht: 453 g
  • Seiten: 280
  • Format (B x H): 138 x 216 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

Preface -- 1 Introduction -- 2 The mixed Poisson distribution -- 3 Some basic concepts -- 4 The mixed Poisson process -- 5 Some related processes -- 5.1 Cox processes -- 5.2 Gauss-Poisson processes -- 5.3 Mixed renewal processes -- 6 Characterization of mixed Poisson processes -- 6.1 Characterization within birth processes -- 6.2 Characterization within stationary point processes -- 6.3 Characterization within general point processes -- 7 Reliability properties of mixed Poisson processes -- 8 Compound mixed Poisson distributions -- 8.1 Compound distributions -- 8.2 Exponential bounds -- 8.3 Asymptotic behaviour -- 8.4 Recursive evaluation -- 9 The risk business -- 9.1 The claim process -- 9.2 Ruin probabilities -- References and author index -- List of notation -- Subject index.