Some Examples of Cox Processes

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

Yearbook of the Faculty of Economics and Business Administration, Sofia University, 2012, vol. 10, issue 1, 211-214

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.

Keywords: Cox processes; mixed Poisson processes; periodic Poisson processes; Markovmodulated Poisson processes; Bjork-Grandell processes. (search for similar items in EconPapers)
Date: 2012
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