Claim number processes having the multinomial property


Schmidt, Klaus D. ; Zocher, Mathias


URL: https://www.math.tu-dresden.de/sto/schmidt/dsvm/ds...
Document Type: Working paper
Year of publication: 2003
The title of a journal, publication series: Dresdner Schriften zur Versicherungsmathematik
Volume: 2003,1
Place of publication: Dresden
Publishing house: Institut für Mathematische Stochastik, Technische Universität Dresden
ISSN: 0946-4727
Publication language: English
Institution: School of Business Informatics and Mathematics > Mathematik (Seniorprofessur) (Schmidt, K.D. 2018-)
Subject: 510 Mathematics
Abstract: The present paper provides new characterizations of homogeneous Poisson processes and of mixed Poisson processes. These characterizations are given interms of the multinomial property. This property is of interest since the finite–dimensional distributions of a claim number process having the multinomial property are completely determined by its one–dimensional distributions, and it is also convenient for statistical purposes since it does not involve any parameters.

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.




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Schmidt, Klaus D. ; Zocher, Mathias (2003) Claim number processes having the multinomial property. Dresdner Schriften zur Versicherungsmathematik Dresden 2003,1 [Working paper]


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