Recursions for certain bivariate counting distributions and their compound distributions

Ole Hesselager

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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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.

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1981Recursive Evaluation of a Family of Compound Distributions 1994Insurance Risk Models 1954On the multivariate poisson distribution 1992On some Extensions of Panjer's Class of Counting Distributions 2011On recursive evaluation of mixed poisson probabilities and related quantities

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1998On the distribution of a sum of correlated aggregate claims 2002Recursive evaluation of aggregate claims distributions

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