Multivariate Compound Poisson Distributions and Infinite Divisibility

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...

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Year of publication:	2000-11-01
Authors:	Sundt, Bjørn
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 30 - No. 2 - 2000, 305-308
Subject:	Multivariate Wahrscheinlichkeitsverteilung \| multivariate distribution

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Extent:	152576 bytes 4 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847106