On bivariate compound sums
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Date
2020-02
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Elsevier
Abstract
The study of compound sums have always been very popular in the literature. Many models in insurance and engineering have been represented and solved by compound sums. In this paper, two different bivariate compound sums are proposed and studied. The phase-type distribution is applied to obtain the probability generating function of the bivariate sum.
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Keywords
Bivariate distributionCompound sumPhase type distribution
Citation
Tank, F., & Eryilmaz, S. (2020). On bivariate compound sums. Journal of Computational and Applied Mathematics, 365, Article number 112371.