On a Bivariate Poisson Negative Binomial Risk Process
In this paper we define a bivariate counting process as a compound Poisson process with bivariate negative binomial compounding distribution. We investigate some of its basic properties, recursion formulas and probability mass function. Then we consider a risk model in which the claim counting proce...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Bulgarian Academy of Sciences, Institute of Mathematics and Informatics
2014-06-01
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| Series: | Biomath |
| Online Access: | http://www.biomathforum.org/biomath/index.php/biomath/article/view/232 |