Some Characterizations of Mixed Poisson Processes
classification
🧮 math.PR
keywords
processessomecharacterizationsclaimmixedpoissoncharacterizationconsequence
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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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