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The Mixed Bivariate Hofmann Distribution

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  • Walhin, J.F.
  • Paris, J.

Abstract

In this paper we study a class of Mixed Bivariate Poisson Distributions by extending the Hofmann Distribution from the univariate case to the bivariate case. We show how to evaluate the bivariate aggregate claims distribution and we fit some insurance portfolios given in the literature. This study typically extends the use of the Bivariate Independent Poisson Distribution, the Mixed Bivariate Negative Binomial and the Mixed Bivariate Poisson Inverse Gaussian Distribution.

Suggested Citation

  • Walhin, J.F. & Paris, J., 2001. "The Mixed Bivariate Hofmann Distribution," ASTIN Bulletin, Cambridge University Press, vol. 31(1), pages 123-138, May.
    • Handle: RePEc:cup:astinb:v:31:y:2001:i:01:p:123-138_00
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    Cited by:

    1. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    2. Emilio Gómez-Déniz & Enrique Calderín-Ojeda, 2020. "A Survey of the Individual Claim Size and Other Risk Factors Using Credibility Bonus-Malus Premiums," Risks, MDPI, vol. 8(1), pages 1-19, February.

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