Mixed Poisson Processes

Mixed Poisson Processes
Author :
Publisher : CRC Press
Total Pages : 288
Release :
ISBN-10 : 0412787008
ISBN-13 : 9780412787003
Rating : 4/5 (003 Downloads)

Book Synopsis Mixed Poisson Processes by : J Grandell

Download or read book Mixed Poisson Processes written by J Grandell and published by CRC Press. This book was released on 1997-05-01 with total page 288 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.


Mixed Poisson Processes Related Books

Mixed Poisson Processes
Language: en
Pages: 288
Authors: J Grandell
Categories: Mathematics
Type: BOOK - Published: 1997-05-01 - Publisher: CRC Press

DOWNLOAD EBOOK

To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has o
Mixed Poisson Processes
Language: en
Pages: 284
Authors: J Grandell
Categories: Mathematics
Type: BOOK - Published: 2020-10-29 - Publisher: CRC Press

DOWNLOAD EBOOK

To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has o
Lectures on the Poisson Process
Language: en
Pages: 315
Authors: Günter Last
Categories: Mathematics
Type: BOOK - Published: 2017-10-26 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Lundberg Approximations for Compound Distributions with Insurance Applications
Language: en
Pages: 268
Authors: Gordon E. Willmot
Categories: Business & Economics
Type: BOOK - Published: 2001 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This monograph discusses Lundberg approximations for compound distributions with special emphasis on applications in insurance risk modeling. These distribution
Non-Life Insurance Mathematics
Language: en
Pages: 435
Authors: Thomas Mikosch
Categories: Mathematics
Type: BOOK - Published: 2009-04-21 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions o