The structure distribution in a mixed Poisson process. (1996)

• Record Type: Journal Article
• Authors: Teugels, Jozef L.; Vynckier, Petra
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 9:Number 4(1996)
• Page Start: 489
• Page End: 496
• Publication Date: 1996
• Subjects: mixed Poisson process -- inversion formulas; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953396000421
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : 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.