Journal of Applied Mathematics and Stochastic Analysis
Volume 9 (1996), Issue 4, Pages 489-496
doi:10.1155/S1048953396000421
The structure distribution in a mixed Poisson process
JLT, Department of Mathematics, Katholieke Universiteit Leuven, Celestijnenlaan 200B, Heverlee, (Leuven) B-3001, Belgium
Received 1 July 1996; Revised 1 October 1996
Copyright © 1996 Jozef L. Teugels and Petra Vynckier. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
We use a variety of real inversion formulas to derive the structure distribution in a mixed Poisson process. These approaches should prove to be useful in
applications, e.g., in insurance where such processes are very popular.
This article is dedicated to the memory of Roland L. Dobrushin.