On the recursive evaluation of a certain multivariate compound distribution

DOI10.1007/S10255-016-0612-7MaRDI QIDQ519225zbMATH OpenOpenAlexFDO

Authors Elena-Gratiela Robe-Voinea, Raluca Vernic

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

zbMATH Keywords

multinomial distributionrecursioninsurance modelmultivariate aggregate claims

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 997340 (Why is no real title available?)
• scientific article; zbMATH DE number 2172354 (Why is no real title available?)
• Another approach to the evaluation of a certain multivariate compound distribution
• Fast Fourier transform for multivariate aggregate claims
• On the recursive evaluation of a certain multivariate compound distribution
• Recursions and fast Fourier transforms for a new bivariate aggregate claims model
• Recursions for Convolutions and Compound Distributions with Insurance Applications
• Recursions for the individual risk model

Cited in

(14)

• scientific article; zbMATH DE number 591097 (Why is no real title available?)
• Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method
• On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
• On the multivariate compound distributions
• On the evaluation of multivariate compound distributions with continuous severity distributions and Sarmanov's counting distribution
• scientific article; zbMATH DE number 5633579 (Why is no real title available?)
• Matrix-Form Recursions for a Family of Compound Distributions
• Joint probability generating function for a vector of arbitrary indicator variables
• On recursive formulas for aggregate claims
• On the Minimal Condition of Weak Dependency in the Central Limit Theorem for Stationary Sequences
• Recursions for multivariate compound phase variables
• On the distributions of two classes of multiple dependent aggregate claims
• On the recursive evaluation of a certain multivariate compound distribution
• Recursive formulas for compound phase distributions -- univariate and bivariate cases

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