Another approach to the evaluation of a certain multivariate compound distribution

DOI10.1515/AUOM-2016-0061zbMath1389.62167OpenAlexW2757440168MaRDI QIDQ4589706

Elena-Gratiela Robe-Voinea, Raluca Vernic

Publication date: 10 November 2017

Published in: Analele Universitatii "Ovidius" Constanta - Seria Matematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/auom-2016-0061

zbMATH Keywords

fast Fourier transformmultinomial distributionrecursionsinsurance modelmultivariate aggregate claims

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70)

Related Items (2)

On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution ⋮ On the recursive evaluation of a certain multivariate compound distribution

This page was built for publication: Another approach to the evaluation of a certain multivariate compound distribution