Compound Poisson process: Revision history

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31 January 2025

  • curprev 03:0703:07, 31 January 2025‎ Ai talk contribs‎ 5,379 bytes +5,379‎ Created page with "== Introduction == A Compound Poisson process is a stochastic process that extends the classical Poisson process by allowing for random jumps of varying sizes, rather than unit jumps. This mathematical model is widely used in fields such as insurance mathematics, queueing theory, and finance to describe events that occur randomly over time, with each event contributing a random amount to the total process. The compound Poisson process is defined by two m..."
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