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Some Examples of Cox Processes

Author

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  • Pavel Stoynov

    (Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski)

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.

Suggested Citation

  • Pavel Stoynov, 2012. "Some Examples of Cox Processes," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, vol. 10(1), pages 211-214, March.
    • Handle: RePEc:sko:yrbook:v:10:y:2012:i:1:p:211-214
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