A Construction of mixed Poisson processes via disintegrations-Reference-Cited by-同舟云学术

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A Construction of mixed Poisson processes via disintegrations

Published:2013-01-29 Issue:1 Volume:63 Page:167-182
ISSN:1337-2211
Container-title:Mathematica Slovaca
language:en
Short-container-title:

Author:

Lyberopoulos Demetrios¹,Macheras Nikolaos¹

Affiliation:

1. Department of Statistics and Insurance Science, University of Piraeus, 80 Karaoli and Dimitriou street, 185 34, Piraeus, Greece

Abstract

Abstract A new construction of mixed Poisson processes with prescribed distributions for their claim interarrival times is given. As a consequence, some concrete examples of constructing such processes useful for applications are presented and the corresponding disintegrating and claim measures are computed.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.2478/s12175-012-0090-1.pdf

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A characterization of progressively equivalent probability measures preserving the structure of a compound mixed renewal process;Latin American Journal of Probability and Mathematical Statistics;2023

2. Some Characterizations of Mixed Renewal Processes;Mathematica Slovaca;2022-02-01

3. A characterization of martingale-equivalent mixed compound Poisson processes;The Annals of Applied Probability;2021-04-01

4. On the equivalence of various definitions of mixed poisson processes;Mathematica Slovaca;2019-03-19

5. Some characterizations for Markov processes as mixed renewal processes;Mathematica Slovaca;2018-11-20

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