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Document Details : Title: On Multivariate Vernic Recursions Author(s): SUNDT, B. Journal: ASTIN Bulletin Volume: 30 Issue: 1 Date: May 2000 Pages: 111-122 DOI: 10.2143/AST.30.1.504628 Abstract : In the present paper we extend a recursive algorithm developed by Vernic (1999) for compound distributions with bivariate counting distribution and univariate severity distributions to more general multivariate counting distributions. |