Compound bivariate Lagrangian Poisson distributions

DOI10.1016/S0167-6687(98)00020-1MaRDI QIDQ1276455zbMATH OpenFDO

Authors Rohana S. Ambagaspitiya

Publication date 13 May 2002

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-6687(98)00020-1

zbMATH Keywords

bivariate compound distributionsbivariate Lagrangian Poisson distributiondata depth

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

Review text

It is shown that the bivariate Lagrangian Poisson distribution leads to recursively computable bivariate compound distributions. In particular, a recursive formula for computing the probabilities of the bivariate Lagrangian Poisson distribution is provided and a scheme for computing the probabilities of associated compound distributions is proposed. Computational and implementation aspects of the procedure proposed are also discussed.

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Cites work

• A family of discrete distributions
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• scientific article; zbMATH DE number 3433332 (Why is no real title available?)
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• Some bivariate families of lagrangian probability distributions

Cited in

(12)

• A note on the recurrent relations for the bivariate Poisson distribution
• On the compounded bivariate Poisson distribution: A unified treatment
• On the distributions of two classes of correlated aggregate claims
• Recursive evaluation of aggregate claims distributions.
• On a class of bivariate compounded Poisson distributions
• Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins
• Bivariate discrete Poisson-Lindley distributions
• Multivariate insurance models: an overview
• On compounded bivariate poisson distributions
• Some bivariate families of lagrangian probability distributions
• On the Lagrangian Katz family of distributions as a claim frequency model
• On the ruin probabilities of a bidimensional perturbed risk model

Describes a project that uses

Uses Software

• Maple

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