Article contents
Multivariate Compound Poisson Distributions and Infinite Divisibility
Published online by Cambridge University Press: 29 August 2014
Abstract
In this note we give a multivariate extension of the proof of Ospina & Gerber (1987) of the result of Feller (1968) that a univariate distribution on the non-negative integers is infinitely divisible if and only if it can be expressed as a compound Poisson distribution.
- Type
- Articles
- Information
- Copyright
- Copyright © International Actuarial Association 2000
References
- 3
- Cited by