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Generalized Gamma Convolutions and Related Classes of Distributions and Densities · Study

BookGeneralized Gamma Convolutions and Related Classes of Distributions and Densities

Lennart Bondesson1992

Book1992

Generalized Gamma Convolutions and Related Classes of Distributions and Densities

Lennart Bondesson

318 citations·0/0 files stored·Lecture notes in statistics

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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2012The Theory of Scale Functions for Spectrally Negative Lévy Processes 2001Multivariate subordination, self-decomposability and stability 1995Explosive Poisson Shot Noise Processes with Applications to Risk Reserves 2004Convolution equivalence and infinite divisibility 2001Normal Modified Stable Processes 2003Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models 2006Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations 2008Special, conjugate and complete scale functions for spectrally negative Lévy processes

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Year1992

Typebook

Published1992-01-01

VenueLecture notes in statistics

ISSN-L0930-0325

Languageen

Citations318

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1007/978-1-4612-2948-3

openalex_workW1557418021

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