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Mixed Poisson Processes by Grandell J

Mixed Poisson Processes

by Grandell J
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Book cover type: Hardcover
  • ISBN13: 9780412787003
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: CRC Press
  • Publisher Imprint: CRC Press
  • Publication Date:
  • Pages: 280
  • Original Price: GBP 187.99
  • Language: English
  • Edition: N/A
  • Item Weight: 422 grams
  • BISAC Subject(s): Probability & Statistics / Bayesian Analysis

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.

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

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