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
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
Journal title :
Journal of Computational and Applied Mathematics
