A seven-parameter family of bivariate probability distributions is developed which allows for any gamma marginal distributions, any associated correlation (positive or negative), and a range of ...
Large families of bivariate probability models based on Panjer-type relations are proposed. These relations are generated by differential equations of probability generating functions (p.g.fs), ...
Abstract: A series representation is derived for a class of bivariate probability density functions. The representation uses orthonormal sets generated by the first-order density functions.
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