Optimal prediction of compound mixed Poisson processes (Q872089)
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scientific article; zbMATH DE number 5137621
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal prediction of compound mixed Poisson processes |
scientific article; zbMATH DE number 5137621 |
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Optimal prediction of compound mixed Poisson processes (English)
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27 March 2007
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compound Poisson process
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Pólya--Lundberg process
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mixed Poisson process
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nonhomogeneous Poisson process
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best linear unbiased forecast
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risk theory
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0.7455755472183228
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0.7317372560501099
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