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

J.F. Walhin and J. Paris

ASTIN Bulletin, 2000, vol. 30, issue 1, 141-155

Abstract: 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.

Date: 2000
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