Compound distributions Multinomial distribution Negative multinomial distribution
Institute of Mathematics and Informatics at the Bulgarian Academy of Sciences
Pliska Studia Mathematica Bulgarica, Vol. 27, No 1, (2017), 5p-22p
The paper considers multivariate discrete random sums with equal number of summands. Such distributions describe the total claim amount received by a company in a fixed time point. In Queuing theory they characterize cumulative waiting times of customers up to time t. In Theory of branching processes they model the number of heirs at a fixed point in time. Here some general properties and formulae for numerical characteristics of these distributions are derived and some particular cases are considered. 2010 Mathematics Subject Classification: 62E15.