On the distribution of a sum of correlated aggregate claims
type: Item
instance of: scholarly article
title: On the distribution of a sum of correlated aggregate claims
zbMATH Open document ID: 0916.62072
DOI: 10.1016/S0167-6687(98)00018-3
author: Rohana S. Ambagaspitiya
published in: Insurance Mathematics \& Economics
publication date: 1999-07-04T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1246443
zbMATH Keywords: compound Poisson distribution
zbMATH Keywords: correlated aggregate claims
zbMATH Keywords: multivariate discrete distributions
zbMATH Keywords: multivariate Poisson distribution
MaRDI profile type: Publication
cites work: A family of discrete distributions
cites work: On Infinitely Divisible Random Vectors
cites work: Q3127236
cites work: Q3134468
cites work: Q5829350
Wikidata QID: Q127860133
description: scientific article; zbMATH DE number 1246443