Non-Life Insurance Mathematics: An Introduction with the Poisson Process

By Thomas Mikosch. 2006

134 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/91dad8a8740ce3665a05733aef043a0052cf2521

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Citations in the corpus

• Adaptive Laguerre density estimation for mixed Poisson models (2015, unknown): “The process X j is known as a mixed Poisson process (see e.g. Grandell (1997), Mikosch (2009)).”
• QUASI‐LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (2013, background): “To understand why this is so, note that the negative binomial process (Mikosch, 2009, for instance) belongs to the class of mixed Poisson processes.”