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Author:   J Grandell ,  D.R. Cox (Nuffield College, Oxford University, UK) ,  N. Reid (University of Toronto, Ontario, Canada) ,  Valerie Isham
Publisher:   Taylor & Francis Ltd
Imprint:   Chapman & Hall/CRC
Volume:   77
Dimensions:   Width: 13.80cm , Height: 1.90cm , Length: 21.60cm
Weight:   0.453kg
ISBN:  

9780412787003

ISBN 10:   0412787008
Pages:   280
Publication Date:   01 May 1997
Audience:   Professional and scholarly ,  Professional and scholarly ,  Professional & Vocational ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Preface -- 1 Introduction -- 2 The mixed Poisson distribution -- 3 Some basic concepts -- 4 The mixed Poisson process -- 5 Some related processes -- 5.1 Cox processes -- 5.2 Gauss-Poisson processes -- 5.3 Mixed renewal processes -- 6 Characterization of mixed Poisson processes -- 6.1 Characterization within birth processes -- 6.2 Characterization within stationary point processes -- 6.3 Characterization within general point processes -- 7 Reliability properties of mixed Poisson processes -- 8 Compound mixed Poisson distributions -- 8.1 Compound distributions -- 8.2 Exponential bounds -- 8.3 Asymptotic behaviour -- 8.4 Recursive evaluation -- 9 The risk business -- 9.1 The claim process -- 9.2 Ruin probabilities -- References and author index -- List of notation -- Subject index.

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Author Information

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

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