Point Processes With a Generalized Order Statistic Property - Couverture souple

Debrabant, Birgit

 
9783832519599: Point Processes With a Generalized Order Statistic Property
Couverture souple
ISBN 10 : 3832519599 ISBN 13 : 9783832519599
Editeur : Logos Verlag Berlin GmbH, 2008

Synopsis

Mixed Poisson processes are a well known class of point processes derived from (stationary) Poisson processes. In particular they cover cases where the intensity of a Poisson process is unknown but can be assumed to follow a known probability distribution. This situation is common e. g. in insurance mathematics where for instance the number of accident claims in which an individual is involved and which is evolving over some time can in principal be well described by a Poisson process with an individual, yet normally unknown intensity corresponding to the individual's accident proneness. Modelling this intensity as a random variable naturally leads to a mixed model. Usually, an insurance company will have a good estimate of the associated mixing distribution due to its large portfolio of policies.

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Éditeur
Logos Verlag Berlin GmbH
Date d'édition
2008
Langue
anglais
ISBN 10 
3832519599
ISBN 13 
9783832519599
Reliure
Broché
Nombre de pages
153
Coordonnées du fabricant
non disponible
Personne responsable
non disponible