Prediction in a Poisson cluster model with multiple cluster processes

DOI10.1080/03461238.2013.773938zbMath1398.91348OpenAlexW1973362915MaRDI QIDQ4576757

Muneya Matsui

Publication date: 10 July 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2013.773938

zbMATH Keywords

predictionconditional expectationinsuranceLévy processshot noiseclaims reservingPoisson cluster model

Mathematics Subject Classification ID

Related Items (4)

Prediction in a mixed Poisson cluster model ⋮ Prediction of components in random sums ⋮ On the modelling of multivariate counts with Cox processes and dependent shot noise intensities ⋮ Prediction in a non-homogeneous Poisson cluster model

Cites Work

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