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Multivariate Compound Poisson Distributions and Infinite Divisibility

Published online by Cambridge University Press:  29 August 2014

Bjørn Sundt
Bjørn Sundt*
Affiliation:
Vital Forsikring ASA
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Abstract

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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
ASTIN Bulletin: The Journal of the IAA , Volume 30 , Issue 2 , November 2000 , pp. 305 - 308
Copyright
Copyright © International Actuarial Association 2000

References

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