Mixed Poisson Processes : Chapman & Hall/CRC Monographs on Statistics and Applied Probability - J Grandell

Mixed Poisson Processes

By: J Grandell

Hardcover | 1 May 1997 | Edition Number 1

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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.

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