Multivariate compounds with equal number of summands
arXiv:1612.02978
Abstract
The paper considers multivariate discrete random sums with equal number of summands. Such distributions describe the total claim amount received by a company in a fixed time point. In Queuing theory they characterize cumulative waiting times of customers up to time t. In Theory of branching processes they model the number of heirs at a fixed point in time. Here some general properties and formulae for numerical characteristics of these distributions are derived and some particular cases are considered.
The paper contains 27 pages and 8 figures. It is a generalization of my talk given on 17th International Summer Conference on Probability and Statistics (ISCPS'16), 25 June - 1 July 2016, Pomorie, Bulgaria http://www.math.bas.bg/~statlab/ISCPS2016/