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Compound Power Series Distribution with Negative Multinomial Summands
- Source :
- Revstat Statistical Journal, Vol 18, Iss 1 (2022)
- Publication Year :
- 2022
- Publisher :
- Instituto Nacional de Estatística | Statistics Portugal, 2022.
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Abstract
- The paper considers a multivariate distribution whose coordinates are compounds. The number of the summands is itself also a multivariate compound with one and the same univariate Power series distributed number of summands and negative multinomially distributed summands. In the total claims amount process the summands are independent identically distributed random vectors. We provide the first full characterization of this distribution. We show that considered as a mixture this distribution would be Mixed Negative multinomial distribution having the possibly scale changed power series distributed THE first parameter. We provide an interesting application to risk theory.
Details
- Language :
- English
- ISSN :
- 16456726 and 21830371
- Volume :
- 18
- Issue :
- 1
- Database :
- Directory of Open Access Journals
- Journal :
- Revstat Statistical Journal
- Publication Type :
- Academic Journal
- Accession number :
- edsdoj.88a3a9c5d4514817aef1c7b5752ef927
- Document Type :
- article
- Full Text :
- https://doi.org/10.57805/revstat.v18i1.287