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Recursions for certain bivariate counting distributions and their compound distributions

Published online by Cambridge University Press:  29 August 2014

Ole Hesselager
Ole Hesselager*
Affiliation:
Laboratory of Actuarial Mathematics, University of Copenhagen
*
Laboratory of Actuarial Mathematics, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen Ø
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Abstract

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We consider three classes of bivariate counting distributions and the corresponding compound distributions. For each class we derive a recursive algorithm for calculating the bivariate compound distribution.

Keywords

Bivariate counting distributionsCompound distributionsRecursionsBivariate mixed Poisson
Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 26 , Issue 1 , May 1996 , pp. 35 - 52
Copyright
Copyright © International Actuarial Association 1996

References

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