To date, Mixed Poisson processes have been studied by scientists primariy interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowedge 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 specia emphasis to the estimation of the underying intensity, thinning, infinite divisibiity, and reiabiity properties. The second part is, to a greater extent, based on Lundberg's thesis.Preface Introduction The Mixed Poisson Distributions Some Basic Concepts The Mixed Poisson Process Some Reated Processes Cox Processes Gauss-Poisson Processes Mixed Renewa Processes Characterization of Mixed Poisson Processes Reiabiity Properties of Mixed Poisson Processes Characterization within Birth Processes Characterization within Stationary Point Processes Characterization within Genera Point Processes Compound Mixed Poisson Distributions Compound Distributions Exponentia Bounds Asymptotic Behaviour Recursive Evauation The Risk Business The Caim Process Ruin Probabiities
Product Details

• Hardcover: 268 pages
• Publisher: Chapman and Hall/CRC; 1st edition (May 1, 1997)
• Language: English
• ISBN-10: 0412787008
• ISBN-13: 978-0412787003