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Poisson Processes and Ruin Theory

Author

Listed:
  • Monique Jeanblanc

    (Université d’Evry)

  • Marc Yor

    (Université Paris VI)

  • Marc Chesney

    (Universität Zürich)

Abstract

We give in this chapter the main results on Poisson processes, which are basic examples of jump processes. Despite their elementary properties they are building blocks of jump process theory. We present various generalizations such as inhomogeneous Poisson processes and compound Poisson processes. We end this chapter with two sections about point processes and marked point processes.

Suggested Citation

Handle: RePEc:spr:sprfcp:978-1-84628-737-4_8
DOI: 10.1007/978-1-84628-737-4_8
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