On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
Raluca Vernic
| Year of publication: |
March 2018
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|---|---|
| Authors: | Vernic, Raluca |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 79.2018, p. 184-193
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| Subject: | Multivariate compound model | Sarmanov’s multivariate discrete distribution | Recursive evaluation | Panjer’s class of distributions | Fast Fourier Transform method | Statistische Verteilung | Statistical distribution | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.01.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825436