On the recursive evaluation of a certain multivariate compound distribution
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Publication:519225
DOI10.1007/S10255-016-0612-7zbMATH Open1359.62466OpenAlexW2524803964MaRDI QIDQ519225FDOQ519225
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
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Cites Work
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- Recursions for Convolutions and Compound Distributions with Insurance Applications
- Title not available (Why is that?)
- Fast Fourier transform for multivariate aggregate claims
- Recursions and fast Fourier transforms for a new bivariate aggregate claims model
- Another approach to the evaluation of a certain multivariate compound distribution
- On the recursive evaluation of a certain multivariate compound distribution
- Recursions for the individual risk model
Cited In (14)
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- 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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