WU Dawei. Test for Distribution Parameter in Mixed Poisson Processes[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(4): 409-412.
Citation: WU Dawei. Test for Distribution Parameter in Mixed Poisson Processes[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(4): 409-412.

Test for Distribution Parameter in Mixed Poisson Processes

  • The distribution of the number of claims can be fitted by mixed Poisson processes when the risk is inhomo-geneous. The Hofmann’s distribution family encompassing the Poisson, the Negative Binomial and the Poisson Inverse Gaussian distributions can be used for the number of claims. The test statistic and its approximate distribution are given in this paper.
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