2 papers
math.PR2022
Bivariate Compound Poisson Risk Processes with Shocks
Pavlina Jordanova, Evelina Veleva, Kosto Mitov
Contemporary insurance theory is concentrated on models with different types of polices and shock events may influence the payments on some of them. Jordanova (2018) considered a m…
math.PR2016
Multivariate compounds with equal number of summands
Pavlina Jordanova
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.…