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Document Details : Title: Multivariate Compound Poisson Distributions and Infinite Divisibility Author(s): SUNDT, B. Journal: ASTIN Bulletin Volume: 30 Issue: 2 Date: November 2000 Pages: 305-308 DOI: 10.2143/AST.30.2.504637 Abstract : In this note we give a lnultivariate 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. |
