Numerical evaluation of compound distributions is one of the centralnumerical tasks in insurance mathematics. Two widely used techniques are Panjer recursion and transform methods...

We introduce and discuss a multivariate version of the classical median that is based on an equipartition property with respect to quarter spaces. These arise as pairwise intersections of the half-spaces associated with the coordinate hyperplanes of an orthogonal basis. We obtain results on...

We obtain discrete mixture representations for parametric families of probability distributions on Euclidean spheres, such as the von Mises–Fisher, the Watson and the angular Gaussian families. In addition to several special results we present a general approach to isotropic distribution...

We obtain discrete mixture representations for parametric families of probability distributions on Euclidean spheres, such as the von Mises–Fisher, the Watson and the angular Gaussian families. In addition to several special results we present a general approach to isotropic distribution...