Prediction in a Poisson cluster model (Q3578669)

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Prediction in a Poisson cluster model
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    title
    Prediction in a Poisson cluster model (English)
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    author
    Muneya Matsui
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    Thomas Mikosch
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    publication date
    20 July 2010
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    Mathematics Subject Classification ID
    60G25
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    62P05
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    60G55
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    60K30
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    91B30
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    zbMATH DE Number
    5758474
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    zbMATH Keywords
    Poisson cluster model
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    prediction
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    conditional expectation
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    claims reserving
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    insurance
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    Lévy process
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    shot noise
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