Some Characterizations of Mixed Poisson Processes
  A characterization of mixed Poisson processes in terms of disintegrations is proven. As a consequence some further characterizations of such processes via claim interarrival processes, martingales and claim measures are obtained.   Some revisions are required 
D. P. Lyberopoulos and N. D. Macheras (University of Piraeus,   Department of Statistics and Insurance Science, Greece)
math.PR