On Infinitely Divisible Exponential Dispersion Model Related to Poisson-Exponential Distribution

DOI10.1080/03610920600974534MaRDI QIDQ3435978zbMATH OpenOpenAlexFDO

Authors Vladimir Vinogradov

Publication date 8 May 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920600974534

zbMATH Keywords

compound Poisson distributionconfluent hypergeometric functionweak convergenceBessel functionbranching processlocal approximationPoisson mixtureunit variance functionpower-variance familyTweedie exponential dispersion modelsLévy measurePólya-Aeppli distributionRao damage process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Recommendations

• Poisson Limit Laws for Exponential Dispersion Models
• The exponentiated exponential Poisson distribution revisited
• A generalization of the exponential-Poisson distribution
• On some models leading to the generalized poisson distribution
• Some discrete exponencial dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
• Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law
• Dispersion Estimates for Poisson and Tweedie Models
• scientific article; zbMATH DE number 4070022
• Super-Efficient Prediction Based on High-Quality Marker Information

Cites work

• scientific article; zbMATH DE number 3141417 (Why is no real title available?)
• scientific article; zbMATH DE number 3678816 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Almost-sure path properties of (2,d,)-superprocesses
• Analysis of Overdispersed Count Data by Mixtures of Poisson Variables and Poisson Processes
• Exponential families of stochastic processes
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• On the Power-Variance Family of Probability Distributions
• Univariate Discrete Distributions

Cited in

(10)

• Structural, continuity, and asymptotic properties of a branching particle system
• On Poisson-Tweedie mixtures
• New properties and representations for members of the power-variance family. I
• On structural and asymptotic properties of some classes of distributions
• Limit theorems for increments of branching particle systems with linear rates and Poisson initial condition
• Poisson Limit Laws for Exponential Dispersion Models
• New properties and representations for members of the power-variance family. II
• On the Hougaard subordinated Gaussian Lévy processes
• On approximations for two classes of Poisson mixtures
• Domains of attraction to Tweedie distributions

This page was built for publication: On Infinitely Divisible Exponential Dispersion Model Related to Poisson-Exponential Distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3435978)