The Mixed Bivariate Hofmann Distribution

DOI10.2143/AST.31.1.997MaRDI QIDQ4461284zbMATH OpenOpenAlexFDO

Authors J. F. Walhin, J. Parıś

Publication date 30 March 2004

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.31.1.997

zbMATH Keywords

aggregate claims distributionHofmann distributionmaximum likelihoodmixed bivariate independent Poisson distributionsrecursive algorithmstable algorithm

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Bivariate Hofmann distributions
• Compound model for two dependent kinds of claim
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• On a class of bivariate mixed Sarmanov distributions
• scientific article; zbMATH DE number 3942722

Cites work

• scientific article; zbMATH DE number 410316 (Why is no real title available?)
• scientific article; zbMATH DE number 1257656 (Why is no real title available?)
• On the Compound and Generalized Poisson Distributions
• Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method

Cited in

(4)

• Recursive evaluation of aggregate claims distributions.
• An actuarial analysis of the French bonus-malus system
• Bivariate Hofmann distributions
• Robust confidence bounds for the mean of some count data models

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