Recursive Evaluation of Some Bivariate Compound Distributions

Raluca Vernic

ASTIN Bulletin, 1999, vol. 29, issue 2, 315-325

Abstract: 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.

Date: 1999
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