Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:application |
modeling aggregate claims in insurance
modeling random sums modeling risk processes |
| gptkbp:defines |
A process where jumps occur at Poisson-distributed times and jump sizes are independent and identically distributed random variables.
|
| gptkbp:distributionOfIncrements |
gptkb:compound_Poisson_distribution
|
| gptkbp:field |
gptkb:probability_theory
stochastic processes |
| gptkbp:generalizes |
gptkb:Poisson_process
|
| gptkbp:hasSpecialCase |
gptkb:stochastic_process
|
| https://www.w3.org/2000/01/rdf-schema#label |
compound Poisson process
|
| gptkbp:parameter |
jump size distribution
rate parameter (λ) |
| gptkbp:property |
has independent increments
has stationary increments |
| gptkbp:relatedTo |
gptkb:Poisson_process
gptkb:stochastic_process |
| gptkbp:studiedBy |
gptkb:Lundberg
|
| gptkbp:usedIn |
finance
queueing theory insurance mathematics |
| gptkbp:bfsParent |
gptkb:stochastic_process
|
| gptkbp:bfsLayer |
4
|