Strategies for efficient computation of multivariate poisson probabilities

Communications in Statistics Part B: Simulation and Computation

Volumn 33, Issue 2, 2004, Pages 271-292

  Tsiamyrtzis, Panagiotis ^a   Karlis, Dimitris ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Multivariate discrete distributions; Panjer's family of distributions; Recurrence relationships

Indexed keywords

EID: 2442667844     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAC-120037235     Document Type: Article

References (13)