On the evaluation of multivariate compound distributions with continuous severity distributions and sarmanov's counting distribution
Year of publication: |
2018
|
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Authors: | Tamraz, Maissa ; Vernic, Raluca |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 2, p. 841-870
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Subject: | Multivariate compound model | sarmanov’s multivariate discrete distribution | Erlang distribution | type-II Pareto multivariate distribution | hypergeometric function | Statistische Verteilung | Statistical distribution | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Wahrscheinlichkeitsrechnung | Probability theory | Einkommensverteilung | Income distribution |
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