A property of the generalized inverse Gaussian distribution with some applications (Q3321166)
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scientific article; zbMATH DE number 3852108
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| English | A property of the generalized inverse Gaussian distribution with some applications |
scientific article; zbMATH DE number 3852108 |
Statements
A property of the generalized inverse Gaussian distribution with some applications (English)
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1983
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generalized inverse Gaussian
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risk theory
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ruin probability
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subexponentiality
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Bessel function
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asymptotic convolution property
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renewal theory
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0.7939214110374451
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0.7739158272743225
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0.7697880864143372
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0.7683903574943542
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