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Recursions for certain bivariate counting distributions and their compound distributions

  • Ole Hesselager (a1)
Abstract
Abstract

We consider three classes of bivariate counting distributions and the corresponding compound distributions. For each class we derive a recursive algorithm for calculating the bivariate compound distribution.

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Copyright
Corresponding author
Laboratory of Actuarial Mathematics, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen Ø
References
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Hesselager O. (1993) A recursive procedure for calculation of some mixed compound Poisson distributions. Working paper, 115, Laboratory of Actuarial Math., Copenhagen. (To appear in Scand. Actuarial J.).
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Teicher H. (1954) On the multivariate Poisson distribution. Skandinavisk Aktuarietidskrift, 1954, 19.
Wang S. and Sobrero M. (1994) Further results on Hesselager's recursive procedure for calculation of some compound distributions. ASTIN Bulletin, 24, 160166.
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ASTIN Bulletin: The Journal of the IAA
  • ISSN: 0515-0361
  • EISSN: 1783-1350
  • URL: /core/journals/astin-bulletin-journal-of-the-iaa
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