Summary: 1/14
Chapter 10. Poisson processes.
Manual for SOA Exam MLC.
Chapter 10. Poisson processes.
Section 10.5. Nonhomogenous Poisson processes
c 2009. Miguel A. Arcones. All rights reserved.
Extract from:
"Arcones' Manual for SOA Exam MLC. Fall 2009 Edition",
available at http://www.actexmadriver.com/
c 2009. Miguel A. Arcones. All rights reserved. Manual for SOA Exam MLC.
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Chapter 10. Poisson processes. Section 10.5. Nonhomogenous Poisson processes.
Nonhomogenous Poisson processes
Definition 1
The counting process {N(t) : t 0} is said to be a
nonhomogenous Poisson process with intensity function (t),
t 0, if
(i) N(0) = 0.
(ii) For each t > 0, N(t) has a Poisson distribution with mean
m(t) =

Source: Arcones, Miguel A. - Department of Mathematical Sciences, State University of New York at Binghamton

Collections: Mathematics