Prediction in a Poisson cluster model

DOI10.1239/jap/1276784896zbMath1200.60033OpenAlexW2038363711MaRDI QIDQ3578669

Thomas Mikosch, Muneya Matsui

Publication date: 20 July 2010

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1276784896

zbMATH Keywords

predictionconditional expectationinsuranceLévy processshot noiseclaims reservingPoisson cluster model

Mathematics Subject Classification ID

Related Items (7)

Fractional absolute moments of heavy tailed distributions ⋮ Prediction in a mixed Poisson cluster model ⋮ Prediction of components in random sums ⋮ Prediction in a Poisson cluster model with multiple cluster processes ⋮ On the modelling of multivariate counts with Cox processes and dependent shot noise intensities ⋮ Prediction in a non-homogeneous Poisson cluster model ⋮ Functional central limit theorems and moderate deviations for Poisson cluster processes

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