Abstract
In this note we give a multivariate 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.
Volume
30:2
Page
305-308
Year
2000
Categories
Financial and Statistical Methods
Loss Distributions
Financial and Statistical Methods
Statistical Models and Methods
Publications
ASTIN Bulletin
