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Recursive Evaluation of Some Bivariate Compound Distributions

Published online by Cambridge University Press:  29 August 2014

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.

Type
Articles
Copyright
Copyright © International Actuarial Association 1999

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