POISSON PROCESSES AND COMPOUND POISSON PROCESSES IN INSURANCE MANAGEMENT

Dominika Crnjac Milic ()
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Dominika Crnjac Milic: J.J. Strossmayer University of Osijek Faculty of Electrical Engineering

Interdisciplinary Management Research, 2010, vol. 6, 534-541

Abstract: Some assumptions with respect to the number [N(t)]t>0 and the amount [Xi]i=1 of damages are introduced in the paper. It will be assumed that the average of the number of damages is a Poisson process, which leads to a compound Poisson process [S(t)]t>0 for the total damages.

Keywords: Poisson process; generating functions; moment; distribution; approximation (search for similar items in EconPapers)
JEL-codes: C53 G22 (search for similar items in EconPapers)
Date: 2010
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