, Volume 74, Issue 1, pp 57-79
Date: 17 Nov 2012

Some characterizations of mixed Poisson processes

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Abstract

A characterization of mixed Poisson processes in terms of disintegrations is proven. As a consequence some further characterizations of such processes via claim interarrival processes, martingales and claim measures are obtained.

An erratum to this article can be found at http://dx.doi.org/10.1007/s13171-013-0040-1.