On stochastic processes generated by a stochastic intensity function
- 1 July 1971
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1971 (3-4) , 204-240
- https://doi.org/10.1080/03461238.1971.10404677
Abstract
In this paper we are going to study some properties of a point process, which has been proposed by Cramér [4] as a model of the claims arising in an insurance company. This process has been studied by Cox in a different context. A few elementary results, concerning moments, are given in Cox and Lewis [2].Keywords
This publication has 2 references indexed in Scilit:
- The Statistical Analysis of Series of EventsPublished by Springer Nature ,1966
- The asymptotic distribution of the sum of a random number of random variablesBulletin of the American Mathematical Society, 1948