In this paper we consider compound distributions where the counting distribution is a bivariate distribution with the probability function (Pn,,,2)n,,n2_>0 that satisfies a recursion in the form P""n2 = a°+al +a~2 +n~2/P'"-t'n2-' n2 P,1-1.,,2 qCOW Phi,n2-1, h i , n2 = 1, 2, ... We present an algorithm for recursive evaluation of the corresponding compound distributions and some examples of dist...

This paper attempts to assess the Europe-wide systemic risk potential in banking. We employ a bivariate GARCH model to estimate conditional correlations between European bank stock indices. These correlations are used as an indication for the interdependencies amongst the banking business and hence for the systemic risk potential. We employ several tests to assess the development of the systemi...

We characterize all stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible– MISTI processes, for short. Aside from two degenerate cases (iid and constant), in both discrete and continuous time every such process with full support is a branching process with Poisson or Negative Binomial marginal univariate distribution...

in this paper, we derive rst some results on the shannon entropyin order statistics and their concomitants arising from a sequence of f(xi; yi): i = 1; 2; :::g independent and identically distributed (iid) random variablesfrom the bivariate normal distribution and extend our results to a collectionc(x; y ) = f(xr1:n; y[r1:n]); (xr2:n; y[r2:n]); :::; (xrk:n; y[rk:n])g of order sta-tistics and t...

We compare classical and Bayesian methods for fitting the poisson distribution to the number of hurricanes making landfall on sections of the US coastline.

Recognizing the factors affecting the number of blood donation and blood deferral has a major impact on blood transfusion. There is a positive correlation between the variables "number of blood donation" and "number of blood deferral": as the number of return for donation increases, so does the number of blood deferral. On the other hand, due to the fact that many donors never return to donate,...

The main purpose of this article is to present a new class bivariate mixed Poisson regression models with varying dispersion that offers sufficient flexibility for accommodating overdispersion and accounting the positive correlation between number claims from third-party liability bodily injury property damage. Maximum likelihood estimation family achieved through an expectation-maximization al...