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Mixed Poisson Processes
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Book Synopsis Mixed Poisson Processes by : J Grandell
Download or read book Mixed Poisson Processes written by J Grandell and published by CRC Press. This book was released on 2020-10-29 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.
Book Synopsis Multivariate Mixed Poisson Processes by : Mathias Zocher
Download or read book Multivariate Mixed Poisson Processes written by Mathias Zocher and published by . This book was released on 2005 with total page 153 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Mixed Poisson Processes as Models for the Issue of Books from Public Libraries by : K. W. R. Brownsey
Download or read book Mixed Poisson Processes as Models for the Issue of Books from Public Libraries written by K. W. R. Brownsey and published by . This book was released on 1985 with total page 109 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Lectures on the Poisson Process by : Günter Last
Download or read book Lectures on the Poisson Process written by Günter Last and published by Cambridge University Press. This book was released on 2017-10-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Book Synopsis On the Decomposition of Mixed Poisson Processes by : Klaus Th Hess
Download or read book On the Decomposition of Mixed Poisson Processes written by Klaus Th Hess and published by . This book was released on 2003 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Martingale Characterization of Mixed Poisson Processes by : Dietmar Pfeifer
Download or read book A Martingale Characterization of Mixed Poisson Processes written by Dietmar Pfeifer and published by . This book was released on 1985 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is shown that an elementary pure birth process is a mixed Poisson process if the sequence of post-jump intensities forms a martingale with respect to the delta-fields generated by the jump times of the process. In this case, the post-jump intensities converge a.s. to the mixing random variable of the process. Keyword: Applied probability. (Author).
Book Synopsis Multivariate Mixed Poisson Processes and the Dependence of Their Coordinates by : Mathias Zocher
Download or read book Multivariate Mixed Poisson Processes and the Dependence of Their Coordinates written by Mathias Zocher and published by . This book was released on 2003 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A New Characterisation Property of Mixed Poisson Processes Via Berman's Theorem by : Yu Hayakawa
Download or read book A New Characterisation Property of Mixed Poisson Processes Via Berman's Theorem written by Yu Hayakawa and published by . This book was released on 1998 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Multivariate Mixed Poisson Processes by :
Download or read book Multivariate Mixed Poisson Processes written by and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Multivariate mixed Poisson processes are special multivariate counting processes whose coordinates are, in general, dependent. The first part of this thesis is devoted to properties which multivariate counting processes may possess. Such properties are, for example, the Markov property, the multinomial property and regularity. With regard to regularity we study the properties of transition probabilities and intensities. The second part of this thesis restricts the class of all multivariate counting processes by additional assumptions leading to different types of multivariate mixed Poisson processes which, however, are connected with each other. Using a multivariate version of the Bernstein-Widder theorem, it is shown that multivariate mixed Poisson processes are characterized by the multinomial property. Furthermore, regularity of multivariate mixed Poisson processes and properties of their moments are studied in detail. Throughout this thesis, two types of stability of properties of multivariate counting processes are studied: It is shown that most properties of a multivariate counting process are stable under certain linear transformations including the selection of single coordinates and summation of all coordinates. It is also shown that the different types of multivariate mixed Poisson processes under consideration are in a certain sense stable in time.
Book Synopsis The Mixed Poisson Process in a Modern Setting by : Jan Grandell
Download or read book The Mixed Poisson Process in a Modern Setting written by Jan Grandell and published by . This book was released on 1993 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Handbook of the Poisson Distribution by : Frank A. Haight
Download or read book Handbook of the Poisson Distribution written by Frank A. Haight and published by . This book was released on 1967 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Mixed and Generalised Poisson Processes with Applications by : Abebe Tessera
Download or read book Mixed and Generalised Poisson Processes with Applications written by Abebe Tessera and published by . This book was released on 1982 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Non-Life Insurance Mathematics by : Thomas Mikosch
Download or read book Non-Life Insurance Mathematics written by Thomas Mikosch and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik
Book Synopsis Poisson Processes by : J. F. C. Kingman
Download or read book Poisson Processes written by J. F. C. Kingman and published by Clarendon Press. This book was released on 1992-12-17 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the theory of random processes there are two that are fundamental, and occur over and over again, often in surprising ways. There is a real sense in which the deepest results are concerned with their interplay. One, the Bachelier Wiener model of Brownian motion, has been the subject of many books. The other, the Poisson process, seems at first sight humbler and less worthy of study in its own right. Nearly every book mentions it, but most hurry past to more general point processes or Markov chains. This comparative neglect is ill judged, and stems from a lack of perception of the real importance of the Poisson process. This distortion partly comes about from a restriction to one dimension, while the theory becomes more natural in more general context. This book attempts to redress the balance. It records Kingman's fascination with the beauty and wide applicability of Poisson processes in one or more dimensions. The mathematical theory is powerful, and a few key results often produce surprising consequences.
Book Synopsis Generalized Poisson Models and Their Applications in Insurance and Finance by : Vladimir E. Bening
Download or read book Generalized Poisson Models and Their Applications in Insurance and Finance written by Vladimir E. Bening and published by VSP. This book was released on 2002-01-01 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume in the "Modern Probability and Statistics series aims to fill the gap in existing literature on compound Cox processes, i.e. sums of independent identically distributed random variables up to a doubly stochastic Poisson process, which are very important, especially for insurance and financial applications where they provide good asymptotic approximations for basic characteristics such as the distributions of the surplus of an insurance company under risk and portfolio fluctuations or of increments of stock prices under non-constant intensity of trade. It presents the present state-of-the-art in the field of compound Cox processes and their applications in insurance and finance. Besides a review of well-known classical results on compound and mixed Poisson processes and risk theory, it contains many new, recently obtained results by the authors. Among these are: new convergence criteria, convergence rate estimates, asymptotic expansions for quantiles of stochastic processes and many others. From the applied problems considered in this book, four deserve to be mentioned especially: 1) modelling the distribution of increments of stock prices, closely connected with prediction of the behaviour of financial indexes; 2) the description of asymptotic behaviour of the so-called generalized risk processes, which take into account both risk and portfolio fluctuations; 3) statistical estimation of the probability of ruin for a generalized risk process; 4) construction of refined approximations to the ruin probability, based on its asymptotic expansions with small safety loading. This book will be of great value to specialists in applied probability and to those who use modelsand methods of probability theory to solve practical problems in the fields of insurance and finance.
Book Synopsis Estimation in Mixed Poisson Process Models by : Etsuo Miyaoka
Download or read book Estimation in Mixed Poisson Process Models written by Etsuo Miyaoka and published by . This book was released on 1987 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis On First Crossing Times of Mixed Compound Poisson Processes Under Various Boundary Conditions with Applications in Queueing and Risk Theories by : Yifan Xu
Download or read book On First Crossing Times of Mixed Compound Poisson Processes Under Various Boundary Conditions with Applications in Queueing and Risk Theories written by Yifan Xu and published by . This book was released on 2012 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
