Another approach to the evaluation of a certain multivariate compound distribution Cover

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Another approach to the evaluation of a certain multivariate compound distribution

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică

Volume 24 (2016): Issue 3 (November 2016)

By: Elena-Gratiela Robe-Voinea and Raluca Vernic

Open Access

|Sep 2017

Authors

Elena-Gratiela Robe-Voinea

Faculty of Mathematics and Computer Science, University of Bucharest, 14 Academiei St., 010014,, Bucharest, Romania

Raluca Vernic

rvernic@univ-ovidius.ro

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

DOI: https://doi.org/10.1515/auom-2016-0061 | Journal eISSN: 1844-0835 | Journal ISSN: 1224-1784

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Language: English

Page range: 339 - 349

Submitted on: Aug 1, 2015

|

Accepted on: Nov 30, 2015

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Published on: Sep 21, 2017

Published by: Ovidius University of Constanta

In partnership with: Paradigm Publishing Services

Publication frequency: 3 issues per year

Keywords:

insurance model,

multivariate aggregate claims,

multinomial distribution,

Fast Fourier Transform.

Related subjects:

General mathematics

© 2017 Elena-Gratiela Robe-Voinea, Raluca Vernic, published by Ovidius University of Constanta
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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