On Some Statistical Methods Connected with the Mixed Poisson Process

DOI10.1080/03461238.1982.10405427zbMath0489.62090OpenAlexW2097889312MaRDI QIDQ3951435

Peter Albrecht

Publication date: 1982

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1982.10405427

zbMATH Keywords

risk theorymixed Poisson processfitting of heterogeneity model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Markov processes: estimation; hidden Markov models (62M05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov processes: hypothesis testing (62M02)

Related Items (4)

\(\delta\)-shock model based on Polya process and its optimal replacement policy ⋮ Mixed Poisson Distributions ⋮ Combined nonparametric inference and state estimation for mixed poisson processes ⋮ Zur statistischen analyse des gemischten Poissonprozesses, gestützt auf Schadeneintrittszeitpunkte

Cites Work

• Maximum likelihood estimation of a compound Poisson process
• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• The credibility approach to experience rating
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Estimating the Parameters of Mixtures of Binomial Distributions
• Construction of Sequences Estimating the Mixing Distribution
• SAMPLING THEORY OF THE NEGATIVE BINOMIAL AND LOGARITHMIC SERIES DISTRIBUTIONS
• On a General Class of "Contagious" Distributions
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