Title: Mixed Poisson Processes (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
Publisher: Springer
Publication Date: 1997
Language: English
ISBN 10: 0412787008
ISBN 13: 9780412787003
Binding: Hardcover
Condition: New

About this title

Synopsis

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.

About the Author

Jan Crandall is Professor of Mathematical Statistics in the Department of Mathematics at the Royal Institute of Technology, Stockholm, Sweden.

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