Poisson Processes and Ruin Theory
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We give in this chapter the main results on Poisson processes, which are basic examples of jump processes. Despite their elementary properties they are building blocks of jump process theory. We present various generalizations such as inhomogeneous Poisson processes and compound Poisson processes. We end this chapter with two sections about point processes and marked point processes.
KeywordsPoisson Process Point Process Counting Process Poisson Point Process Local Martingale
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