The Mixed Bivariate Hofmann Distribution
Copyright policy )The Mixed Bivariate Hofmann Distribution
AbstractIn this paper we study a class of Mixed Bivariate Poisson Distributions by extending the Hofmann Distribution from the univariate case to the bivariate case.We show how to evaluate the bivariate aggregate claims distribution and we fit some insurance portfolios given in the literature.This study typically extends the use of the Bivariate Independent Poisson Distribution, the Mixed Bivariate Negative Binomial and the Mixed Bivariate Poisson Inverse Gaussian Distribution.
- Université Catholique de Louvain Belgium
Applications of statistics to actuarial sciences and financial mathematics, recursive algorithm, stable algorithm, mixed bivariate independent Poisson distributions, aggregate claims distribution, maximum likelihood, Hofmann distribution, Characterization and structure theory for multivariate probability distributions; copulas
Applications of statistics to actuarial sciences and financial mathematics, recursive algorithm, stable algorithm, mixed bivariate independent Poisson distributions, aggregate claims distribution, maximum likelihood, Hofmann distribution, Characterization and structure theory for multivariate probability distributions; copulas
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