Extending the Thorin class
DOI10.1007/s10986-011-9119-3zbMath1227.60019OpenAlexW2085813455MaRDI QIDQ647155
Publication date: 1 December 2011
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-011-9119-3
Gaussian distributionsPoisson transformcomplete monotonicitystochastic integral representationgeneralized gamma convolutionsThorin measureexponential dispersion modelcanonical polar characteristicsextended Thorin classgeneralized negative binomial convolutionsmultivariate Tweedie distributionTweedie family
Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Thorin classes of Lévy processes and their transforms
- Multivariate Tweedie distributions and some related capital-at-risk analyses
- Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
- Generalized gamma convolutions and related classes of distributions and densities
- Regularizing mappings of Lévy measures
- On generalized gamma and generalized negative binomial convolutions. Part I
- On generalized gamma and generalized negative binomial convolutions. Part II
- Classes of infinitely divisible distributions and densities
- An integral representation for selfdecomposable banach space valued random variables
- On the infinite divisbility of the Pareto distribution
- On the infinite divisibility of the lognormal distribution
- An extension of the notion of a generalized Γ-convolution
- Lévy processes in free probability
- Note on the Infinite Divisibility of Exponential Mixtures
This page was built for publication: Extending the Thorin class
