paperback. Condizione: New.
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New.
Lingua: Inglese
Editore: Logos Verlag Berlin GmbH, Berlin, 2008
ISBN 10: 3832519599 ISBN 13: 9783832519599
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condizione: new. Paperback. Mixed Poisson processes are a well known class of point processes derived from(stationary) Poisson processes. In particular they cover cases where the intensityof a Poisson process is unknown but can be assumed to follow a known probabilitydistribution. This situation is common e. g. in insurance mathematics where forinstance the number of accident claims in which an individual is involved and whichis evolving over some time can in principal be well described by a Poisson processwith an individual, yet normally unknown intensity corresponding to the individual'saccident proneness. Modelling this intensity as a random variable naturally leadsto a mixed model. Usually, an insurance company will have a good estimate of theassociated mixing distribution due to its large portfolio of policies. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: As New. Unread book in perfect condition.
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
EUR 72,94
Quantità: 2 disponibili
Aggiungi al carrelloCondizione: New. 2008. Paperback. . . . . .
Condizione: New. 2008. Paperback. . . . . . Books ship from the US and Ireland.
Lingua: Inglese
Editore: Logos Verlag Berlin GmbH, Berlin, 2008
ISBN 10: 3832519599 ISBN 13: 9783832519599
Da: AussieBookSeller, Truganina, VIC, Australia
EUR 113,48
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: new. Paperback. Mixed Poisson processes are a well known class of point processes derived from(stationary) Poisson processes. In particular they cover cases where the intensityof a Poisson process is unknown but can be assumed to follow a known probabilitydistribution. This situation is common e. g. in insurance mathematics where forinstance the number of accident claims in which an individual is involved and whichis evolving over some time can in principal be well described by a Poisson processwith an individual, yet normally unknown intensity corresponding to the individual'saccident proneness. Modelling this intensity as a random variable naturally leadsto a mixed model. Usually, an insurance company will have a good estimate of theassociated mixing distribution due to its large portfolio of policies. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.