Multivariate compounds with equal number of summands

MaRDI QIDQ4630696zbMATH OpenFDO

Authors Pavlina Jordanova

Publication date 23 April 2019

Full work available at URL https://arxiv.org/abs/1612.02978, http://www.math.bas.bg/~pliska/Pliska-27/Pliska-27-2017-005-022.pdf

zbMATH Keywords

branching processcompound distributionsmultinomial distributionnegative multinomial distributionqueuing theory

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Queueing theory (aspects of probability theory) (60K25) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20)

Abstract: The paper considers multivariate discrete random sums with equal number of summands. Such distributions describe the total claim amount received by a company in a fixed time point. In Queuing theory they characterize cumulative waiting times of customers up to time t. In Theory of branching processes they model the number of heirs at a fixed point in time. Here some general properties and formulae for numerical characteristics of these distributions are derived and some particular cases are considered.

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