On bivariate compound sums

Tank F., Eryilmaz S.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, cilt.365, 2020 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 365
  • Basım Tarihi: 2020
  • Doi Numarası: 10.1016/j.cam.2019.112371
  • Dergi Adı: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Aerospace Database, Applied Science & Technology Source, Communication Abstracts, Compendex, Computer & Applied Sciences, INSPEC, MathSciNet, Metadex, zbMATH, DIALNET, Civil Engineering Abstracts
  • Anahtar Kelimeler: Bivariate distribution, Compound sum, Phase type distribution, MODEL, DISTRIBUTIONS, RECURSIONS, COMPONENTS
  • Ankara Üniversitesi Adresli: Evet

Özet

The study of compound sums have always been very popular in the literature. Many models in insurance and engineering have been represented and solved by compound sums. In this paper, two different bivariate compound sums are proposed and studied. The phase-type distribution is applied to obtain the probability generating function of the bivariate sum. (C) 2019 Elsevier B.V. All rights reserved.