A Multivariate Generalization of the Generalized Poisson Distribution

DOI10.2143/AST.30.1.504626MaRDI QIDQ4407162zbMATH OpenOpenAlexFDO

Authors Raluca Vernic

Publication date 26 June 2003

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.30.1.504626

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

Cites work

• On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method
• On the Lambert \(w\) function

Cited in

(15)

• A generalised bivariate Poisson distribution for four-fold populations
• Multivariate analogs of classical univariate discrete distributions and their properties
• Multivariate insurance models: an overview
• scientific article; zbMATH DE number 5116740 (Why is no real title available?)
• A Damaged Generalised Poisson Model and its Application to Reported and Unreported Accident Counts
• The Multiple Poisson Distribution, Its Characteristics and a Variety of Forms
• A form of multivariate Pareto distribution with applications to financial risk measurement
• scientific article; zbMATH DE number 6874864 (Why is no real title available?)
• The multivariate Poisson-log normal distribution
• On a multivariate Pareto distribution
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• On the Lagrangian Katz family of distributions as a claim frequency model
• Bivariate generalized Poisson distribution and its relation with 2D-Hermite polynomials
• Modeling discrete common-shock risks through matrix distributions
• A multivariate Poisson model based on a triangular comonotonic shock construction

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