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Recursive Evaluation of Some Bivariate Compound Distributions

Published online by Cambridge University Press:  29 August 2014

Raluca Vernic
Raluca Vernic*
Affiliation:
“Ovidius” University of Constanta, Romania
*
Dept. of Mathematics and Informatics, “Ovidius”, University of Constanta, 124, Bd. Mamaia, 8700 Constanta, Romania
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Abstract

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In this paper we consider compound distributions where the counting distribution is a bivariate distribution with the probability function (Pn1,n2)n1,n2≥0 that satisfies a recursion in the form

We present an algorithm for recursive evaluation of the corresponding compound distributions and some examples of distributions in this class.

Keywords

Recursionscompound distributionsbivariate distributionsTrinomial distributionbivariate Negative Binomialbivariate Poisson

Information

Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 29 , Issue 2 , November 1999 , pp. 315 - 325
Copyright
Copyright © International Actuarial Association 1999

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