Librería: ISD LLC, Bristol, CT, Estados Unidos de America
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Idioma: Inglés
Publicado por Logos Verlag Berlin GmbH, Berlin, 2008
ISBN 10: 3832519599 ISBN 13: 9783832519599
Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de America
EUR 65,58
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Añadir al carritoPaperback. Condición: new. Paperback. Mixed Poisson processes are a well known class of point processes derived from(stationary) Poisson processes. In particular they cover cases where the intensityof a Poisson process is unknown but can be assumed to follow a known probabilitydistribution. This situation is common e. g. in insurance mathematics where forinstance the number of accident claims in which an individual is involved and whichis evolving over some time can in principal be well described by a Poisson processwith an individual, yet normally unknown intensity corresponding to the individual'saccident proneness. Modelling this intensity as a random variable naturally leadsto a mixed model. Usually, an insurance company will have a good estimate of theassociated mixing distribution due to its large portfolio of policies. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
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Añadir al carritoCondición: New. 2008. Paperback. . . . . .
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
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Añadir al carritoCondición: New. 2008. Paperback. . . . . . Books ship from the US and Ireland.
Idioma: Inglés
Publicado por Logos Verlag Berlin GmbH, Berlin, 2008
ISBN 10: 3832519599 ISBN 13: 9783832519599
Librería: AussieBookSeller, Truganina, VIC, Australia
EUR 113,48
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Añadir al carritoPaperback. Condición: new. Paperback. Mixed Poisson processes are a well known class of point processes derived from(stationary) Poisson processes. In particular they cover cases where the intensityof a Poisson process is unknown but can be assumed to follow a known probabilitydistribution. This situation is common e. g. in insurance mathematics where forinstance the number of accident claims in which an individual is involved and whichis evolving over some time can in principal be well described by a Poisson processwith an individual, yet normally unknown intensity corresponding to the individual'saccident proneness. Modelling this intensity as a random variable naturally leadsto a mixed model. Usually, an insurance company will have a good estimate of theassociated mixing distribution due to its large portfolio of policies. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.