Extending the Thorin class

DOI10.1007/S10986-011-9119-3MaRDI QIDQ647155zbMATH OpenOpenAlexFDO

Authors Bronius Grigelionis

Publication date 1 December 2011

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-011-9119-3

zbMATH Keywords

complete monotonicityPoisson transformGaussian distributionsstochastic integral representationgeneralized gamma convolutionsThorin measureexponential dispersion modelcanonical polar characteristicsextended Thorin classgeneralized negative binomial convolutionsmultivariate Tweedie distributionTweedie family

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Recommendations

• Thorin classes of Lévy processes and their transforms
• On the Power-Variance Family of Probability Distributions
• scientific article; zbMATH DE number 1053614
• A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables
• Characterization and classification of multiple stable Tweedie models

Cites work

• scientific article; zbMATH DE number 1639850 (Why is no real title available?)
• scientific article; zbMATH DE number 3766776 (Why is no real title available?)
• scientific article; zbMATH DE number 1253515 (Why is no real title available?)
• scientific article; zbMATH DE number 3302961 (Why is no real title available?)
• An extension of the notion of a generalized Γ-convolution
• An integral representation for selfdecomposable banach space valued random variables
• Classes of infinitely divisible distributions and densities
• Generalized gamma convolutions and related classes of distributions and densities
• Lévy processes in free probability
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• Note on the Infinite Divisibility of Exponential Mixtures
• On generalized gamma and generalized negative binomial convolutions. Part I
• On generalized gamma and generalized negative binomial convolutions. Part II
• On the infinite divisbility of the Pareto distribution
• On the infinite divisibility of the lognormal distribution
• Properties of certain Lévy and geometric Lévy processes
• Regularizing mappings of Lévy measures
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
• Thorin classes of Lévy processes and their transforms

This page was built for publication: Extending the Thorin class

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q647155)