On mixed poisson processes and martingales

DOI10.1080/03461238.1998.10413994MaRDI QIDQ4235017zbMATH OpenOpenAlexFDO

Authors Bronius Grigelionis

Publication date 25 March 1999

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

Full work available at URL https://doi.org/10.1080/03461238.1998.10413994

zbMATH Keywords

mixed Poisson processesmartingale characterization

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(18)

• Point processes with a generalized order statistic property
• A martingale approach for Pólya urn processes
• On mixed exponential processes and martingales
• On the sample path properties of mixed Poisson processes
• A new characterisation property of mixed Poisson processes via Berman's theorem
• A martingale characterization of mixed Poisson processes
• Martingale characteristics of mixed poisson processes
• A characterization of order statistic point processes that are mixed Poisson processes and mixed sample processes simultaneously
• Eine Verallgemeinerung eines Resultats von Pfeifer über den Pólya-Lundberg-Proze\
• A martingale characterization of Pólya-Lundberg processes
• Martin-Löf random generalized Poisson processes
• scientific article; zbMATH DE number 1865405 (Why is no real title available?)
• Moments of compound renewal sums with discounted claims
• A construction of mixed Poisson processes via disintegrations
• A characterization of martingale-equivalent mixed compound Poisson processes
• Laplace transforms, Mellin transforms and mixed poisson processes
• Some characterizations of mixed Poisson processes
• On the asymptotic behavior of mixed Poisson processes

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