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.
Volume
26:1
Page
35-52
Year
1996
Categories
Financial and Statistical Methods
Loss Distributions
Frequency
Financial and Statistical Methods
Aggregation Methods
Panjer
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Probability Transforms
Publications
ASTIN Bulletin
