On the recursive evaluation of a certain multivariate compound distribution
type: Item
instance of: scholarly article
title: On the recursive evaluation of a certain multivariate compound distribution
zbMATH Open document ID: 1359.62466
author: Elena-Gratiela Robe-Voinea
author: Raluca Vernic
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2017-04-04T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 6700438
zbMATH Keywords: insurance model
zbMATH Keywords: multivariate aggregate claims
zbMATH Keywords: multinomial distribution
zbMATH Keywords: recursion
MaRDI profile type: Publication
full work available at URL: s10255-016-0612-7
OpenAlex ID: W2524803964
cites work: Recursions for the individual risk model
cites work: Recursions and fast Fourier transforms for a new bivariate aggregate claims model
cites work: Q3127236
cites work: Q4679848
cites work: Another approach to the evaluation of a certain multivariate compound distribution
cites work: Fast Fourier transform for multivariate aggregate claims
cites work: Recursions for Convolutions and Compound Distributions with Insurance Applications
DOI: 10.1007/S10255-016-0612-7
Recommended article: On the multivariate compound distributions
Recommended article: Q3102024
Recommended article: On the Minimal Condition of Weak Dependency in the Central Limit Theorem for Stationary Sequences
Recommended article: Matrix-Form Recursions for a Family of Compound Distributions
Recommended article: Q4296398
Recommended article: On a family of counting distributions and recursions for related compound distributions
Recommended article: On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
Recommended article: Some recursions for moments of compound distributions.
description: scientific article; zbMATH DE number 6700438