| Article ID: | iaor19972205 |
| Country: | United Kingdom |
| Volume: | 9 |
| Issue: | 4 |
| Start Page Number: | 489 |
| End Page Number: | 496 |
| Publication Date: | Dec 1996 |
| Journal: | Journal of Applied Mathematics and Stochastic Analysis |
| Authors: | Teugels Jozef L., Vynckier Petra |
| Keywords: | probability, stochastic processes |
The authors use a variety of real inversion formulas to derive the structure distribution in a mixed Poisson process. These approaches should prove to be useful in applications, e.g., in insurance where such processes are very popular.