The Mixed Bivariate Hofmann Distribution
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Publication:4461284
DOI10.2143/AST.31.1.997zbMath1035.62043MaRDI QIDQ4461284
José París, Jean François Walhin
Publication date: 30 March 2004
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.31.1.997
maximum likelihood; recursive algorithm; stable algorithm; aggregate claims distribution; Hofmann distribution; mixed bivariate independent Poisson distributions
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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