Suppose that Ni (t) is a Poisson process with intensity λi, and you model the number of insurance claims by the Poisson process for four dierent regions with intensities λ1=20, λ2=25, λ3=35, and λ4 = 55 per month, respectively, find the probability that the number of claim per year for those four regions are larger than 1350.
Mar 13th 2013, 07:25 PM
Re: Poisson process
Hint: First find the distribution for the total claim number. If you have four independent Poisson distributions, then what is the distribution of the sum?