| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4643582 | Journal of Computational and Applied Mathematics | 2006 | 10 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Nikolai Kolev, Ekaterina T. Kolkovska, José Alfredo López-Mimbela,