Η δομική κατανομή σε μία μεικτή διαδικασία Poisson
The structure distribution in a mixed Poisson process
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Keywords
Δομική κατανομή ; Στοχαστική διαδικασία Poisson ; Αναλογισμός ; Θεωρία κινδύνου ; Στοχαστικές διαδικασίεςAbstract
In the present thesis an extensive study of the distribution of a structure parameter of a mixed Poisson process is presented. First, a systematic investigation of mixed Poisson processes together with their relation with Markov process, as well as a characterization of them in term of the multinomial criterion are provided. Next, various examples of the distributions of structure parameters for mixed Poisson processes are studied and the probability functions as well as some moments of the corresponding counting process are explicitly computed. Finally, some methods for the estimation of the distribution of the structure parameter are presented.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
123Language
GreekCollections
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Attribution-NoDerivatives 4.0 Διεθνές
Attribution-NoDerivatives 4.0 Διεθνές