Mixed Poisson Processes (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

J Grandell

ISBN 10: 0412787008 / ISBN 13: 9780412787003

Editore: Chapman and Hall/CRC 1997-05-01, 1997

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Codice articolo 6666-TNFPD-9780412787003

Dati bibliografici

• Titolo: Mixed Poisson Processes (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
• Editore: Chapman and Hall/CRC 1997-05-01
• Data di pubblicazione: 1997
• Lingua: Inglese
• ISBN 10: 0412787008
• ISBN 13: 9780412787003
• Rilegatura: Hardcover
• Condizione: New

Descrizione articolo

Riassunto

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.

Informazioni sull?autore

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