Astin Bulletin · 1996 · 55 citations · 16 references
Natural SciencesMathematicsAlgorithmsProbability TheoryStatisticsCounting StatisticsGenerating FunctionsJoint DistributionsProbabilistic CombinatoricsProbability DistributionsBivariate Count ModelsBivariate DistributionsCompound Distribution ModelsCompound DistributionsCount DistributionsCounting Distribution TheoryMultivariate DistributionsRecursive Algorithm Design
Abstract We consider three classes of bivariate counting distributions and the corresponding compound distributions. For each class we derive a recursive algorithm for calculating the bivariate compound distribution.
16
Recursive Evaluation of a Family of Compound Distributions
Harry H. Panjer · Astin Bulletin · 1981 · 576 citations · Full text
Business, Computer Science, Finance +16
Bivariate Discrete Distributions
Michael E. Welch, S. Kocherlakota, Kathleen Kocherlakota · Technometrics · 1993 · 332 citations
Estimation for the bivariate Poisson distribution
P. Holgate · Biometrika · 1964 · 225 citations
On the multivariate poisson distribution
Henry Teicher · Scandinavian Actuarial Journal · 1954 · 102 citations