IDEAS home Printed from
   My bibliography  Save this article

Bivariate Hofmann distributions


  • J. F. Walhin


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.

Suggested Citation

  • J. F. Walhin, 2003. "Bivariate Hofmann distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(9), pages 1033-1046.
  • Handle: RePEc:taf:japsta:v:30:y:2003:i:9:p:1033-1046
    DOI: 10.1080/0266476032000076155

    Download full text from publisher

    File URL:
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    1. Hurlimann, Werner, 1990. "On maximum likelihood estimation for count data models," Insurance: Mathematics and Economics, Elsevier, vol. 9(1), pages 39-49, March.
    2. 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.
    3. 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.
    4. 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.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Bermúdez i Morata, Lluís, 2009. "A priori ratemaking using bivariate Poisson regression models," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 135-141, February.
    2. Lluis Bermúdez i Morata, 2008. "A priori ratemaking using bivariate poisson regression models," Working Papers XREAP2008-09, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:30:y:2003:i:9:p:1033-1046. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.