On the recursive evaluation of a certain multivariate compound distribution

DOI10.1007/s10255-016-0612-7zbMath1359.62466OpenAlexW2524803964MaRDI QIDQ519225

Raluca Vernic, Elena-Gratiela Robe-Voinea

Publication date: 4 April 2017

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-016-0612-7

zbMATH Keywords

recursionmultinomial distributioninsurance modelmultivariate aggregate claims

Mathematics Subject Classification ID

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

Related Items

ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION, On the recursive evaluation of a certain multivariate compound distribution

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