Some Examples of Cox Processes
Some Examples of Cox Processes

Summary/Abstract: Real data on the number of claims in a certain time interval for an insurance company show that Poisson assumption is not always realistic. Instead, a more general class of processes is used – the class of Cox processes. In this article, examples of Cox processes are considered with mixed Poisson processes, periodic Poisson processes, Markov-modulated Poisson processes and Bjork- Grandell processes among them

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