Poisson random sums in modelling operations for the treatment of ongoing risk occurrences
Part of : Σπουδαί : journal of economics and business ; Vol.55, No.2, 2005, pages 32-47
Issue:
Pages:
32-47
Abstract:
The paper makes use of a very important result from stochastic theory of service systems in order to formulate a Poisson random sum of nonnegative random variables. Applications of the proposed Poisson random sum in stochastic modelling of risk financing operations for ongoing risk occurrences at given time point are provided.
Subject (LC):
Keywords:
random sum, risk, modelling
Notes:
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