The Mixed Bivariate Hofmann Distribution

DOI10.2143/AST.31.1.997zbMath1035.62043OpenAlexW2108039408MaRDI QIDQ4461284

José París, Jean François Walhin

Publication date: 30 March 2004

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.31.1.997

zbMATH Keywords

maximum likelihoodrecursive algorithmstable algorithmaggregate claims distributionHofmann distributionmixed bivariate independent Poisson distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (3)

Recursive evaluation of aggregate claims distributions. ⋮ Robust confidence bounds for the mean of some count data models ⋮ An actuarial analysis of the French bonus-malus system

Cites Work

• Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method
• On the Compound and Generalized Poisson Distributions
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