The Distribution of Sums of Certain I.I.D. Pareto Variates

DOI10.1080/03610920500476325zbMath1084.62013OpenAlexW1971066544MaRDI QIDQ5201499

Colin M. Ramsay

Publication date: 19 April 2006

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

Full work available at URL: https://doi.org/10.1080/03610920500476325

zbMATH Keywords

Laplace transformexponential integralconvolutionPareto distributioncontour integration

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Convolution as an integral transform (44A35) Laplace transform (44A10) Numerical methods for integral transforms (65R10)

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Cites Work

• A solution to the ruin problem for Pareto distributions.
• Aggregation of independent Paretian random variables
• The Pareto-Levy Law and the Distribution of Income
• On the Sums of Independently Distributed Pareto Variates
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