Another approach to the evaluation of a certain multivariate compound distribution

DOI10.1515/AUOM-2016-0061MaRDI QIDQ4589706zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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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