Jozef L. Teugels, Petra Vynckier, "The structure distribution in a mixed Poisson process", International Journal of Stochastic Analysis, vol. 9, Article ID 740781, 8 pages, 1996. https://doi.org/10.1155/S1048953396000421
The structure distribution in a mixed Poisson process
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.
Copyright © 1996 Hindawi Publishing Corporation. 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.