On mixed poisson processes and martingales
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Publication:4235017
DOI10.1080/03461238.1998.10413994zbMATH Open1021.60039OpenAlexW2044553328MaRDI QIDQ4235017FDOQ4235017
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
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Cites Work
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- On Stably Weak Convergence of Semi-Martingales and of Point Processes
- Weak and Strong Convergence of the Distributions of Counting Processes
- A martingale characterization of mixed Poisson processes
Cited In (18)
- Point processes with a generalized order statistic property
- A martingale approach for Pólya urn processes
- A new characterisation property of mixed Poisson processes via Berman's theorem
- A martingale characterization of mixed Poisson processes
- On the sample path properties of mixed Poisson processes
- Martingale characteristics of mixed poisson processes
- On mixed exponential processes and martingales
- 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
- Moments of compound renewal sums with discounted claims
- Title not available (Why is that?)
- Martin-Löf random generalized Poisson processes
- A construction of mixed Poisson processes via disintegrations
- Laplace transforms, Mellin transforms and mixed poisson processes
- A characterization of martingale-equivalent mixed compound Poisson processes
- Some characterizations of mixed Poisson processes
- On the asymptotic behavior of mixed Poisson processes
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