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arXiv · 1112.5575

Some Characterizations of Mixed Poisson Processes

D. P. Lyberopoulos·N. D. Macheras
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Abstract

A characterization of mixed Poisson processes in terms of disintegrations is proven. As a consequence some further characterizations of such processes via claim interarrival processes, martingales and claim measures are obtained. Some revisions are required

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D. P. Lyberopoulos, N. D. Macheras. 2012-10-29. Some Characterizations of Mixed Poisson Processes. https://arxiv.org/abs/1112.5575

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