Multivariate Compound Poisson Distributions and Infinite Divisibility

Bjørn Sundt

ASTIN Bulletin, 2000, vol. 30, issue 2, 305-308

Abstract: In this note we give a multivariate extension of the proof of Ospina & Gerber (1987) of the result of Feller (1968) that a univariate distribution on the non-negative integers is infinitely divisible if and only if it can be expressed as a compound Poisson distribution.

Date: 2000
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