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On The Bivariate Generalized Poisson Distribution

Published online by Cambridge University Press:  29 August 2014

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

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This paper deals with the bivariate generalized Poisson distribution. The distribution is fitted to the aggregate amount of claims for a compound class of policies submitted to claims of two kinds whose yearly frequencies are a priori dependent. A comparative study with the bivariate Poisson distribution and with two bivariate mixed Poisson distributions has been carried out, based on data concerning natural events insurance in the USA and third party liability automobile insurance in France.

Keywords

Bivariate generalized Poisson distributiongeneralized Poisson distributionbivariate mixed Poisson distributions
Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 27 , Issue 1 , May 1997 , pp. 23 - 32
Copyright
Copyright © International Actuarial Association 1997

References

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