Mixed Poisson Processes

J Grandell (Autor)

Buch | Hardcover

280 Seiten

1997
Chapman & Hall/CRC (Verlag)
978-0-412-78700-3 (ISBN)

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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.

Jan Crandall is Professor of Mathematical Statistics in the Department of Mathematics at the Royal Institute of Technology, Stockholm, Sweden.

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.

Erscheint lt. Verlag	1.5.1997
Reihe/Serie	Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Sprache	englisch
Maße	138 x 216 mm
Gewicht	453 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-412-78700-8 / 0412787008
ISBN-13	978-0-412-78700-3 / 9780412787003
Zustand	Neuware