On the recursive evaluation of a certain multivariate compound distribution
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Publication:519225
DOI10.1007/s10255-016-0612-7zbMath1359.62466OpenAlexW2524803964MaRDI QIDQ519225
Raluca Vernic, Elena-Gratiela Robe-Voinea
Publication date: 4 April 2017
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-016-0612-7
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70)
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ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION, On the recursive evaluation of a certain multivariate compound distribution
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