Prediction in a mixed Poisson cluster model

DOI10.1080/15326349.2016.1170614zbMath1344.60049OpenAlexW2347027447MaRDI QIDQ3186008

Muneya Matsui, Tomasz Rolski

Publication date: 8 August 2016

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2016.1170614

zbMATH Keywords

predictionLévy processesconditional momentsinsurancenon-homogeneous Poisson processmixed Poisson cluster model

Mathematics Subject Classification ID

Related Items (1)

Prediction of components in random sums

Cites Work

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