PROPERTIES AND STOCHASTIC DERIVATIONS OF A CHARACTERISTIC FUNCTION OF CLASS L

DOI10.1515/DEMA-1982-0117MaRDI QIDQ4741472zbMATH OpenOpenAlexFDO

Authors Theodore Artikis

Publication date 1982

Published in Demonstratio Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1515/dema-1982-0117

zbMATH Keywords

infinitely divisible

Mathematics Subject Classification ID

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

Cited in

(2)

• A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions
• A stochastic discounting model arising in competing risks management

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