AbstractWe present two methods of constructing multivariate compound distributions and investigate the corresponding infinitely divisible and compound Poisson distributions. We then show that the multivariate compound Poisson distributions can be derived as the limiting distributions of the sums of independent random vectors
AbstractGiven a sequence of i.i.d. multinomial random vectors, each of the coordinates of the sum of...
In this paper we present multivariate space-time fractional Poisson processes by considering common ...
Using Laplace transforms and the notion of a pseudo compound Poisson distribution, some risk theoret...
AbstractWe present two methods of constructing multivariate compound distributions and investigate t...
We present two methods of constructing multivariate compound distributions and investigate the corre...
Within the theory of non-negative integer valued multivariate infinitely divisible distributions, th...
According to Sundt (2000): …When extending the concept of compound distributions to the multivari-at...
The new particular compound Poisson distribution is introduced as the sum of independent and ident...
In this article, we develop a sum and share decomposition to model multivariate discrete distributio...
We overview the results on the topic of compound Poisson approximation to the distribution of a sum ...
The starting point of this paper is the characterization of the compound-Poisson, i.e. the infinitel...
This article brings in two new discrete distributions: multivariate Binomial distribution and multiv...
Infinitely divisible random variables have distributions that can be written as sums of countably ma...
summary:The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution ...
In this paper we examine two classes of correlated aggregate claims distributions, with univariate c...
AbstractGiven a sequence of i.i.d. multinomial random vectors, each of the coordinates of the sum of...
In this paper we present multivariate space-time fractional Poisson processes by considering common ...
Using Laplace transforms and the notion of a pseudo compound Poisson distribution, some risk theoret...
AbstractWe present two methods of constructing multivariate compound distributions and investigate t...
We present two methods of constructing multivariate compound distributions and investigate the corre...
Within the theory of non-negative integer valued multivariate infinitely divisible distributions, th...
According to Sundt (2000): …When extending the concept of compound distributions to the multivari-at...
The new particular compound Poisson distribution is introduced as the sum of independent and ident...
In this article, we develop a sum and share decomposition to model multivariate discrete distributio...
We overview the results on the topic of compound Poisson approximation to the distribution of a sum ...
The starting point of this paper is the characterization of the compound-Poisson, i.e. the infinitel...
This article brings in two new discrete distributions: multivariate Binomial distribution and multiv...
Infinitely divisible random variables have distributions that can be written as sums of countably ma...
summary:The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution ...
In this paper we examine two classes of correlated aggregate claims distributions, with univariate c...
AbstractGiven a sequence of i.i.d. multinomial random vectors, each of the coordinates of the sum of...
In this paper we present multivariate space-time fractional Poisson processes by considering common ...
Using Laplace transforms and the notion of a pseudo compound Poisson distribution, some risk theoret...