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BY-NC-ND 3.0 license Open Access Published by De Gruyter January 29, 2013

A Construction of mixed Poisson processes via disintegrations

  • Demetrios Lyberopoulos EMAIL logo and Nikolaos Macheras
From the journal Mathematica Slovaca

Abstract

A new construction of mixed Poisson processes with prescribed distributions for their claim interarrival times is given. As a consequence, some concrete examples of constructing such processes useful for applications are presented and the corresponding disintegrating and claim measures are computed.

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Published Online: 2013-1-29
Published in Print: 2013-2-1

© 2013 Mathematical Institute, Slovak Academy of Sciences

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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