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Mixed Poisson Processes by Jan Grandell
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Mixed Poisson Processes by Jan Grandell

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9780412787003
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9780412787003
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Description

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.

Book Information
ISBN 9780412787003
Author Jan Grandell
Format Hardback
Page Count 280
Imprint Chapman & Hall/CRC
Publisher Taylor & Francis Ltd
Weight(grams) 454g

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The Poisson process, a core object in modern probability, enjoys a richer theory than is sometimes appreciated. This volume develops the theory in the setting of a general abstract measure space,...
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