On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
type: Item
instance of: scholarly article
title: On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
zbMATH Open document ID: 1401.62216
author: Raluca Vernic
published in: Insurance Mathematics \& Economics
publication date: 2018-04-12T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6858913
zbMATH Keywords: multivariate compound model
zbMATH Keywords: Sarmanov's multivariate discrete distribution
zbMATH Keywords: recursive evaluation
zbMATH Keywords: Panjer's class of distributions
zbMATH Keywords: fast Fourier transform method
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2018.01.006
OpenAlex ID: W2612578424
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DOI: 10.1016/J.INSMATHECO.2018.01.006
description: scientific article; zbMATH DE number 6858913