On univariate and bivariate generalized gamma convolutions

DOI10.1016/J.JSPI.2009.05.015MaRDI QIDQ840725zbMATH OpenOpenAlexFDO

Authors Lennart Bondesson

Publication date 14 September 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.05.015

zbMATH Keywords

bivariate gamma distributiongeneralized gamma convolutionhyperbolic complete monotonicity (HCM)shot-noise models

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(17)

• Generalized gamma convolutions and related classes of distributions and densities
• Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions
• Estimation of multivariate generalized gamma convolutions through Laguerre expansions
• On Doney's striking factorization of the arc-sine law
• Self-decomposability of weak variance generalised gamma convolutions
• Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing
• Further examples of GGC and HCM densities
• A bimatrix variate gamma distribution
• A proof of Bondesson's conjecture on stable densities
• On generalized gamma convolution distributions
• scientific article; zbMATH DE number 5713885 (Why is no real title available?)
• New results on generalized gamma convolutions and theB-class
• Bivariate gamma-geometric law and its induced Lévy process
• On mixtures of gamma distributions, distributions with hyperbolically monotone densities and generalized gamma convolutions (GGC)
• A note on a bivariate gamma distribution
• A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables
• Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples

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