The structure distribution in a mixed Poisson process
We use a variety of real inversion formulas to derive the structure distribution in a mixed Poisson process. These approaches should prove to be useful in applications, e.g., in insurance where such processes are very popular. This article is dedicated to the memory of Roland L. Dobrushin.
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| Veröffentlicht in: | International journal of stochastic analysis 1996-01, Vol.9 (4), p.489-496 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | We use a variety of real inversion formulas to derive the structure distribution in a mixed Poisson process. These approaches should prove to be useful in
applications, e.g., in insurance where such processes are very popular.
This article is dedicated to the memory of Roland L. Dobrushin. |
|---|---|
| ISSN: | 2090-3332 1048-9533 2090-3340 1687-2177 |
| DOI: | 10.1155/S1048953396000421 |