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Compound bivariate Lagrangian Poisson distributions

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  • Ambagaspitiya, Rohana S.

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  • Ambagaspitiya, Rohana S., 1998. "Compound bivariate Lagrangian Poisson distributions," Insurance: Mathematics and Economics, Elsevier, vol. 23(1), pages 21-31, October.
  • Handle: RePEc:eee:insuma:v:23:y:1998:i:1:p:21-31
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    References listed on IDEAS

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    1. Ambagaspitiya, R. S., 1995. "A family of discrete distributions," Insurance: Mathematics and Economics, Elsevier, vol. 16(2), pages 107-127, May.
    2. Goovaerts, M. J. & Kaas, R., 1991. "Evaluating Compound Generalized Poisson Distributions Recursively," ASTIN Bulletin, Cambridge University Press, vol. 21(2), pages 193-198, November.
    3. Ambagaspitiya, R.S. & Balakrishnan, N., 1994. "On the Compound Generalized Poisson Distributions," ASTIN Bulletin, Cambridge University Press, vol. 24(2), pages 255-263, November.
    4. Hesselager, Ole, 1996. "Recursions for certain bivariate counting distributions and their compound distributions," ASTIN Bulletin, Cambridge University Press, vol. 26(1), pages 35-52, May.
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    Cited by:

    1. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    2. Anastasiadis, Simon & Chukova, Stefanka, 2012. "Multivariate insurance models: An overview," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 222-227.
    3. Gathy, Maude & Lefèvre, Claude, 2010. "On the Lagrangian Katz family of distributions as a claim frequency model," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 76-83, August.
    4. Li, Junhai & Liu, Zaiming & Tang, Qihe, 2007. "On the ruin probabilities of a bidimensional perturbed risk model," Insurance: Mathematics and Economics, Elsevier, vol. 41(1), pages 185-195, July.
    5. Ambagaspitiya, Rohana S., 1999. "On the distributions of two classes of correlated aggregate claims," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 301-308, May.

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