On the distributions of two classes of correlated aggregate claims
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Publication:1302134
DOI10.1016/S0167-6687(99)00006-2zbMath0945.62110MaRDI QIDQ1302134
Publication date: 12 September 1999
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
discrete distributionsmultivariate Poisson distributioncorrelated aggregate claimsmultivariate compound distributions
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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