A Characterization of Certain Families of Distributions Via Essche Transforms and Independence

DOI10.2307/2287198MaRDI QIDQ3894759zbMATH OpenOpenAlexFDO

Authors H. U. Gerber

Publication date 1980

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2287198

zbMATH Keywords

Esscher transformsexponential familyindependencenormalPoisson

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Cited in

(3)

• Reply to Hans U. Gerber and Elias S. W. Shiu on Their Discussion on Our Paper Entitled "Agricultural Insurance Ratemaking: Development of a New Premium Principle"
• On a class of premium principles including the Esscher principle
• Hellinger's distance and correlation for a subclass of stable distributions

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