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Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method

Published online by Cambridge University Press:  29 August 2014

J.F. Walhin  and
J. Paris
J.F. Walhin*
Affiliation:
Université Catholique de Louvain SECURA Belgian Re Rue Montoyer 12 1000 Bruxelles
J. Paris*
Affiliation:
Université Catholique de Louvain
*
SECURA Belgian Re Rue Montoyer 12 1000 Bruxelles
SECURA Belgian Re Rue Montoyer 12 1000 Bruxelles
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Abstract

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In this paper we study some bivariate counting distributions that are obtained by the trivariate reduction method. We work with Poisson compound distributions and we use their good properties in order to derive recursive algorithms for the bivariate distribution and bivariate aggregate claims distribution. A data set is also fitted.

Keywords

Bivariate counting distributionsPoisson compound distributionmixed Poisson distributionHofrnann distributionrecursive algorithmsfit
Type
Workshop
Information
ASTIN Bulletin: The Journal of the IAA , Volume 30 , Issue 1 , May 2000 , pp. 141 - 155
Copyright
Copyright © International Actuarial Association 2000

References

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