Title of article
Joint probability generating function for a vector of arbitrary indicator variables
Author/Authors
Kolev، نويسنده , , Nikolai and Kolkovska، نويسنده , , Ekaterina T. and Alfredo Lَpez-Mimbela، نويسنده , , José، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
10
From page
89
To page
98
Abstract
We obtain formulas for the probability generating function of general multivariate Bernoulli distributions, and for the moment generating function of the aggregate claim amount for individual risk models with dependencies. Several examples are given.
Keywords
Random sums , Indicator variables , probability generating function , Individual risk models , Exchangeability
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2006
Journal title
Journal of Computational and Applied Mathematics
Record number
1553138
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