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On a Bivariate Poisson Negative Binomial Risk Process

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Publication:5738296
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DOI10.11145/j.biomath.2014.04.211zbMath1368.60039OpenAlexW1998517367MaRDI QIDQ5738296

Krasimira Y. Kostadinova, Leda D. Minkova

Publication date: 9 June 2017

Published in: BIOMATH (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11145/j.biomath.2014.04.211


zbMATH Keywords

ruin probabilitybivariate negative binomial distributioncompound birth process


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) General second-order stochastic processes (60G12) Characteristic functions; other transforms (60E10)


Related Items (2)

On multivariate modifications of Cramer–Lundberg risk model with constant intensities ⋮ On a general class of discrete bivariate distributions




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