On a bivariate Poisson negative binomial risk process

DOI10.11145/J.BIOMATH.2014.04.211MaRDI QIDQ5738296zbMATH OpenOpenAlexFDO

Authors Krasimira Y. Kostadinova, L. D. Minkova

Publication date 9 June 2017

Published in Biomath (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.11145/j.biomath.2014.04.211

zbMATH Keywords

bivariate negative binomial distributioncompound birth processruin probability

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) General second-order stochastic processes (60G12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• On a general class of discrete bivariate distributions
• On the evaluation of risk models with bivariate integer-valued time series
• The classical bi-Poisson process: an invertible quadratic harness
• Some results on a bivariate compound Poisson risk model
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• On multivariate modifications of Cramer-Lundberg risk model with constant intensities
• scientific article; zbMATH DE number 2169691 (Why is no real title available?)
• Compound power series distribution with negative multinomial summands: characterisation and risk process
• A bivariate Lévy process with negative binomial and gamma marginals

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