On Some Statistical Methods Connected with the Mixed Poisson Process

DOI10.1080/03461238.1982.10405427MaRDI QIDQ3951435zbMATH OpenOpenAlexFDO

Authors Peter Albrecht

Publication date 1982

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1982.10405427

zbMATH Keywords

risk theorymixed Poisson processfitting of heterogeneity model

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Exact distribution theory in statistics (62E15) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• Construction of Sequences Estimating the Mixing Distribution
• Estimating the Parameters of Mixtures of Binomial Distributions
• Maximum likelihood estimation of a compound Poisson process
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• On a General Class of "Contagious" Distributions
• SAMPLING THEORY OF THE NEGATIVE BINOMIAL AND LOGARITHMIC SERIES DISTRIBUTIONS
• The credibility approach to experience rating

Cited in

(4)

• Zur statistischen analyse des gemischten Poissonprozesses, gestützt auf Schadeneintrittszeitpunkte
• Combined nonparametric inference and state estimation for mixed poisson processes
• Mixed Poisson Distributions
• \(\delta\)-shock model based on Polya process and its optimal replacement policy

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