Another approach to the evaluation of a certain multivariate compound distribution

DOI10.1515/AUOM-2016-0061zbMATH Open1389.62167OpenAlexW2757440168MaRDI QIDQ4589706FDOQ4589706

Authors: Elena-Gratiela Robe-Voinea, Raluca Vernic 

Publication date: 10 November 2017

Published in: Analele Universitatii "Ovidius" Constanta - Seria Matematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/auom-2016-0061

zbMATH Keywords

multinomial distributionfast Fourier transformrecursionsinsurance modelmultivariate aggregate claims

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70)

Cited In (2)

• On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
• On the recursive evaluation of a certain multivariate compound distribution

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