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A Multivariate Generalization of the Generalized Poisson Distribution

Published online by Cambridge University Press:  29 August 2014

Raluca Vernic
Raluca Vernic*
Affiliation:
“Ovidius”, University of Constanta, Romania
*
Dept. of Mathematics and Informatics, “Ovidius”, University of Constanta, 124, Bd. Mamaia, 8700 Constanta, Romania E-mail: rvernic@univ-ovidius.ro
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Abstract

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This paper proposes a multivariate generalization of the generalized Poisson distribution. Its definition and main properties are given. The parameters are estimated by the method of moments.

Keywords

Multivariate generalized Poisson distribution (MGPm)generalized Poisson distribution (GPD)bivariate generalized Poisson distribution (BGPD)
Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 30 , Issue 1 , May 2000 , pp. 57 - 67
Copyright
Copyright © International Actuarial Association 2000

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