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A Construction of mixed Poisson processes via disintegrations

In: Mathematica Slovaca, vol. 63, no. 1
Demetrios P. Lyberopoulos - Nikolaos D. Macheras

Details:

Year, pages: 2013, 167 - 182
Keywords:
disintegration, product regular conditional probability, mixed Poisson process, Pólya-Lundberg process
About article:
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.
How to cite:
ISO 690:
Lyberopoulos, D., Macheras, N. 2013. A Construction of mixed Poisson processes via disintegrations. In Mathematica Slovaca, vol. 63, no.1, pp. 167-182. 0139-9918. DOI: https://doi.org/10.2478/s12175-012-0090-1

APA:
Lyberopoulos, D., Macheras, N. (2013). A Construction of mixed Poisson processes via disintegrations. Mathematica Slovaca, 63(1), 167-182. 0139-9918. DOI: https://doi.org/10.2478/s12175-012-0090-1
About edition: