On the Multivariate Compound Distributions

✍ Scribed by Y.H. Wang

• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 439 KB
• Volume: 59
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.1996.0051

✦ Synopsis

We present two methods of constructing multivariate compound distributions and investigate the corresponding infinitely divisible and compound Poisson distributions. We then show that the multivariate compound Poisson distributions can be derived as the limiting distributions of the sums of independent random vectors.