The generalized logarithmic series distribution

DOI10.1016/0167-7152(90)90138-WMaRDI QIDQ910802zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 1990

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(90)90138-w

zbMATH Keywords

asymptotic behaviour of the Lévy measuregeneralized logarithmic series distributioninfinitely divisibleinverse Gaussian distributionrisk theory

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07)

Review text

The generalized logarithmic series distribution (GLSD) can asymptotically be considered as a discretized version of the inverse Gaussian distribution. It is shown that its zero centered version \(GLSD_ 0\) is strictly logconvex and infinitely divisible. Using a result on discrete convolution equivalent distributions the asymptotic behaviour of the Lévy measure of the \(GLSD_ 0\) is derived. Finally, an application to risk theory is given.

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Cites work

• A logarithmic series type distribution
• A short note on the generalized logarithmic series distribution
• Functions of probability measures
• scientific article; zbMATH DE number 3766767 (Why is no real title available?)
• scientific article; zbMATH DE number 3359452 (Why is no real title available?)
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Cited in

(9)

• Semi-heavy tails
• A property of the generalized inverse Gaussian distribution with some applications
• scientific article; zbMATH DE number 3854195 (Why is no real title available?)
• A New Generalization of the Logarithmic Distribution Arising from the Inverse Trinomial Distribution
• scientific article; zbMATH DE number 5281524 (Why is no real title available?)
• On the generalized lognormal distribution
• A generalization of the log-series distribution
• scientific article; zbMATH DE number 4011094 (Why is no real title available?)
• scientific article; zbMATH DE number 1092060 (Why is no real title available?)

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