Prediction of outstanding payments in a Poisson cluster model
Year of publication: |
2011
|
---|---|
Authors: | Jessen, Anders Hedegaard ; Mikosch, Thomas ; Samorodnitsky, Gennady |
Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - Vol. 2011.2011, 3 (1.9.), p. 214-238
|
Saved in:
Saved in favorites
Similar items by person
-
Modeling teletraffic arrivals by a Poisson cluster process
Fäy, Gilles, (2005)
-
Scaling limits for workload process
Mikosch, Thomas, (2006)
-
Scaling Limits for Cumulative Input Processes
Mikosch, Thomas, (2007)
- More ...