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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.