On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721)
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scientific article; zbMATH DE number 6858913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution |
scientific article; zbMATH DE number 6858913 |
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On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (English)
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12 April 2018
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multivariate compound model
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Sarmanov's multivariate discrete distribution
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recursive evaluation
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Panjer's class of distributions
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fast Fourier transform method
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