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Chapter 11. Poisson processes. Manual for SOA Exam MLC.
 

Summary: 1/43
Chapter 11. Poisson processes.
Manual for SOA Exam MLC.
Chapter 10. Poisson processes.
Section 10.2. Poisson processes.
c 2008. Miguel A. Arcones. All rights reserved.
Extract from:
"Arcones' Manual for SOA Exam MLC. Fall 2009 Edition",
available at http://www.actexmadriver.com/
c 2008. Miguel A. Arcones. All rights reserved. Manual for SOA Exam MLC.
2/43
Chapter 11. Poisson processes. Section 11.2. Poisson processes.
Poisson processes
Definition 1
A stochastic process {N(t) : t 0} is said to be a counting
process if N(t) represents the total number of "events" that have
occurred up to time t.
A counting process N(t) must satisfy:
(i) N(t) 0.
(ii) N(t) is integer valued.

  

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

 

Collections: Mathematics