On the stochastic equation \({\mathcal L}(X)={\mathcal L}[B(X+C)]\) and a property of gamma distributions
From MaRDI portal
Publication:1815791
zbMath0859.60064MaRDI QIDQ1815791
Publication date: 8 December 1996
Published in: Bernoulli (Search for Journal in Brave)
Related Items (11)
Present value distributions with applications to ruin theory and stochastic equations ⋮ NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS ⋮ Some specific density functions of aggregated discounted claims with dependent risks ⋮ Fractional Moments of Solutions to Stochastic Recurrence Equations ⋮ Random difference equations with subexponential innovations ⋮ Products of double gamma, gamma and beta distributions ⋮ The greatest convex minorant of Brownian motion, meander, and bridge ⋮ On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)\) and properties of Mittag-Leffler distributions] ⋮ Discrete sums of geometric Brownian motions, annuities and Asian options ⋮ Algebraic properties of beta and gamma distributions, and applications ⋮ Random difference equations with logarithmic distribution and the triggered shot noise
This page was built for publication: On the stochastic equation \({\mathcal L}(X)={\mathcal L}[B(X+C)]\) and a property of gamma distributions