Mixed Poisson Processes
Grandell, J.
- 出版商: CRC
- 出版日期: 1997-05-01
- 售價: $6,700
- 貴賓價: 9.5 折 $6,365
- 語言: 英文
- 頁數: 280
- 裝訂: Quality Paper - also called trade paper
- ISBN: 0412787008
- ISBN-13: 9780412787003
海外代購書籍(需單獨結帳)
相關主題
商品描述
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.
作者簡介
Jan Crandall is Professor of Mathematical Statistics in the Department of Mathematics at the Royal Institute of Technology, Stockholm, Sweden.