Some Characterizations of Mixed Poisson Processes
Probability
2012-10-30 v3
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
Keywords
Cite
@article{arxiv.1112.5575,
title = {Some Characterizations of Mixed Poisson Processes},
author = {D. P. Lyberopoulos and N. D. Macheras},
journal= {arXiv preprint arXiv:1112.5575},
year = {2012}
}
Comments
20 pages, preliminary version. This paper is withdrawn