Bayesian prediction in doubly stochastic Poisson process

DOI10.1007/s00184-014-0484-xzbMath1305.62121OpenAlexW2067282817WikidataQ59398921 ScholiaQ59398921MaRDI QIDQ479503

Ryszard Magiera, Daniel Lazar, Alicja Jokiel-Rokita

Publication date: 5 December 2014

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-014-0484-x

zbMATH Keywords

random measureBayes predictiondoubly stochastic Poisson processprecautionary loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Conditional Γ-minimax prediction with a precautionary loss function in a marked point process model

Cites Work

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• Non-life insurance mathematics. An introduction with the Poisson process
• Doubly stochastic Poisson processes
• Ferguson distributions via Polya urn schemes
• Bayesian prediction with an asymmetric criterion in a nonparametric model of insurance risk
• Principles of Statistical Inference
• Statistical models based on counting processes

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