On the distributions of two classes of correlated aggregate claims

Insurance: Mathematics and Economics

Volumn 24, Issue 3, 1999, Pages 301-308

  Ambagaspitiya, Rohana S ^a  

^a UNIVERSITY OF CALGARY   (Canada)

Author keywords

Correlated aggregate claims; Multivariate compound distribution; Multivariate discrete distributions; Multivariate Poisson distribution

Indexed keywords

EID: 0009955088     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00006-2     Document Type: Article

References (9)

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3. Ambagaspitiya R.S. A family of discrete distributions. Insurance: Mathematics and Economics. 16:1995;107-127.
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5. Cummins D.J., Wiltbank L.J. Estimating the total claims distribution using multivariate frequency and severity distributions. Journal of Risk and Insurance. 50:1983;377-403.
6. Hesselager O. Recursion for certain bivariate counting distributions and their compound distributions. ASTIN Bulletin. 26(1):1996;35-52.
7. Hesselager O. A recursive procedure for calculation of some compound distributions. ASTIN Bulletin. 24(1):1994;19-32.
8. Panjer, H., Willmot, G., 1992. Insurance Risk Models. Society of Actuaries, Chicago.
9. Teicher H. On the multivariate Poisson distribution. Skandinavisk Aktuarietidskrift. 37:1954;1-9.