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Document Details : Title: Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method Author(s): WALHIN, J.F. , PARIS, J. Journal: ASTIN Bulletin Volume: 30 Issue: 1 Date: May 2000 Pages: 141-156 DOI: 10.2143/AST.30.1.504630 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. |
