Journal of Applied Mathematics and Stochastic Analysis 
Volume 9 (1996), Issue 4, Pages 489-496
doi:10.1155/S1048953396000421

The structure distribution in a mixed Poisson process

Jozef L. Teugels and Petra Vynckier

 JLT, Department of Mathematics, Katholieke Universiteit Leuven, Celestijnenlaan 200B, Heverlee, (Leuven) B-3001, Belgium
Received 1 July 1996; Revised 1 October 1996

Abstract

We use a variety of real inversion formulas to derive the structure distribution in a mixed Poisson process. These approaches should prove to be useful in applications, e.g., in insurance where such processes are very popular.

This article is dedicated to the memory of Roland L. Dobrushin.