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Some martingale characterizations of compound mixed Poisson processes
Demetrios P. Lyberopoulos, Nikolaos D. Macheras
Some martingale characterizations of compound mixed Poisson processes are proven, extending S. Watanabe's (1964) martingale characterization of Poisson processes as well as the mai…
A characterization of martingale-equivalent compound mixed Poisson process
Demetrios P. Lyberopoulos, Nikolaos D. Macheras
If a given aggregate process is a compound mixed Poisson process under a probability measure , a characterization of all probability measures on the domain of , such…
On the equivalence of various definitions of mixed Poisson processes
D. P. Lyberopoulos, N. D. Macheras, S. M. Tzaninis
Under mild assumptions the equivalence of the mixed Poisson process with mixing parameter a real-valued random variable to the one with mixing distribution as well as to the mixed…
Some Characterizations Of Mixed Renewal Processes
D. P. Lyberopoulos, N. D. Macheras
Some characterizations of mixed renewal processes in terms of exchangeability and of different types of disintegrations are given. As a consequence, an existence result for mixed r…
Some Characterizations of Mixed Poisson Processes
D. P. Lyberopoulos, N. D. Macheras
A characterization of mixed Poisson processes in terms of disintegrations is proven. As a consequence some further characterizations of such processes via claim interarrival proces…