Journal of Applied Probability, Vol. 41, No. 3 (Sep., 2004), pp. 802-815 (14 pages) We demonstrate that the residual lifetime distribution of a compound geometric distribution convoluted with another ...
We investigate compound distributions - for example, compound mixed Poisson distributions - in the case where the summands, the mixing distribution or the number of summands are subexponential. It is ...
We study methods for computing the distribution functions of bivariate compound random variables. In particular, we consider three classes of bivariate counting distributions and the corresponding ...
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