Bivariate Hofmann distributions
The aim of this paper is to develop some bivariate generalizations of the Hofmann distribution. The Hofmann distribution is known to give nice fits for overdispersed data sets. Two bivariate models are proposed. Recursive formulae are given for the evaluation of the probability function. Moments, conditional distributions and marginal distributions are studied. Two data sets are fitted based on the proposed models. Parameters are estimated by maximum likelihood.
Volume (Year): 30 (2003)
Issue (Month): 9 ()
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- Hurlimann, Werner, 1990. "On maximum likelihood estimation for count data models," Insurance: Mathematics and Economics, Elsevier, vol. 9(1), pages 39-49, March.
- Walhin, J.F. & Paris, J., 2000. "Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 30(01), pages 141-155, May.
- Felix Famoye & P. Consul, 1995. "Bivariate generalized Poisson distribution with some applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 42(1), pages 127-138, December.
- Panjer, Harry H., 1981. "Recursive Evaluation of a Family of Compound Distributions," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 12(01), pages 22-26, June.
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