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Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică
Volume 24 (2016): Issue 3 (November 2016)
Open Access
Another approach to the evaluation of a certain multivariate compound distribution
Elena-Gratiela Robe-Voinea
Elena-Gratiela Robe-Voinea
Faculty of Mathematics and Computer Science, University of Bucharest, 14 Academiei St., 010014,
Bucharest, Romania
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Robe-Voinea, Elena-Gratiela
and
Raluca Vernic
Raluca Vernic
Faculty of Mathematics and Computer Science, "Ovidius" University of Constanta, 124 Mamaia Blvd., 900527
Constanta, Romania
Institute for Mathematical Statistics and Applied Mathematics, Calea 13 Septembrie 13, 050711
Bucharest, Romania
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Vernic, Raluca
Sep 21, 2017
Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică
Volume 24 (2016): Issue 3 (November 2016)
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Published Online:
Sep 21, 2017
Page range:
339 - 349
Received:
Aug 01, 2015
Accepted:
Nov 30, 2015
DOI:
https://doi.org/10.1515/auom-2016-0061
Keywords
insurance model
,
multivariate aggregate claims
,
multinomial distribution
,
recursions
,
Fast Fourier Transform.
© 2017
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
