Joint probability generating function for a vector of arbitrary indicator variables
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摘要
We obtain formulas for the probability generating function of general multivariate Bernoulli distributions, and for the moment generating function of the aggregate claim amount for individual risk models with dependencies. Several examples are given.
论文关键词：primary 62E15,60E05,60E10,secondary 62E20,62A25,60G09,Individual risk models,Exchangeability,Indicator variables,Probability generating function,Random sums
论文评审过程：Received 29 September 2004, Revised 17 January 2005, Available online 13 May 2005.
论文官网地址：https://doi.org/10.1016/j.cam.2005.03.066
