Multivariate Compound Poisson Distributions and Infinite Divisibility
Bjørn Sundt · Astin Bulletin · 2000
Abstract In this note we give a multivariate extension of the proof of Ospina & Gerber (1987) of the result of Feller (1968) that a univariate distribution on the non-negative integers is infinitely divisible if and only if it can be expressed as a compound Poisson distribution.