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Some characterizations of mixed renewal processes in terms of exchangeability and of different types of disintegrations are given. As a consequence, an existence result for mixed renewal processes, providing also a new construction for them, is obtained. As an application, some concrete examples of constructing such processes are presented and the corresponding disintegrating measures are explicitly computed.

ABSTRACT.A new construction of mixed Poisson processes with prescribed distributions for their claim interarrival times is given. As a consequence, some concrete examples of constructing such processes useful for applications are presented and the corresponding disintegrating and claim measures are computed.

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Some characterizations of mixed renewal processes in terms of exchangeability and of different types of regular conditional probabilities are given. As a consequence, an existence result for mixed renewal processes, providing also a new construction for them, is obtained. As an application, some concrete examples of constructing such processes are presented and the corresponding regular conditional probabilities are explicitly computed.