On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.01.006 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2612578424 / rank | |||
Normal rank |
Revision as of 01:04, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution |
scientific article |
Statements
On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (English)
0 references
12 April 2018
0 references
multivariate compound model
0 references
Sarmanov's multivariate discrete distribution
0 references
recursive evaluation
0 references
Panjer's class of distributions
0 references
fast Fourier transform method
0 references