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On blocked poisson processes in risk theory

✍ Scribed by Colin M. Ramsay


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
597 KB
Volume
10
Category
Article
ISSN
0167-6687

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Consider an inhomogeneous Poisson process X on [0; T ] whose unknown intensity function 'switches' from a lower function g \* to an upper function h \* at some unknown point # \* . Here, # \* is a random variable. What is known are continuous bounding functions g and h such that g \* (t) 6 g(t) Β‘ h(