On Posterior Probabilities and Moments in Mixed Poisson Processes

DOI10.1080/03461238.1989.10413864MaRDI QIDQ3497092zbMATH OpenOpenAlexFDO

Authors Gordon E. Willmot, Bjørn Sundt

Publication date 1989

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

Full work available at URL https://doi.org/10.1080/03461238.1989.10413864

zbMATH Keywords

claim frequenciesconjugate priorsmixed Poisson processesmomentsnegative binomialposterior probabilitiesrisk theoryshifted mixing distributiontotal claims

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Another conjugate family for the normal distribution
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• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• Limiting tail behaviour of some discrete compound distributions

Cited in

(6)

• Posterior moments computed by mixed integration
• An adaptive premium policy with a Bayesian motivation in the classical risk model
• Mixed Poisson Distributions
• Moments of Compound Mixed Poisson Distributions
• On Mixed and Compound Mixed Poisson Distributions
• Stochastic modeling of quality of systems operating in a heterogeneous environment

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