Remarks on nonhomogeneous birth process claim count models
Nonhomogeneous birth processes, which include Poisson processes, Buhlmann contagion models, and mixed Poisson processes, are well suited for use in connection with aggregate claims analysis due to their attractive analytic properties. A density representation allows for a convenient mechanism to analyze both the transition probabilities and the aggregate claims in marginal and conditional settings. A different approach is employed to analyze a generalized version of the Buhlmann contagion model. This is joint work with David
Landriault and Di Xu.