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Title:

A class of scale mixtures of gamma(k)-distributions that are generalized gamma convolutions

Document type:
Zeitschriftenaufsatz
Author(s):
Behme, A. and Bondesson, L.
Keywords:
excursion theory, exponential functionals, generalized gamma convolution, hyperbolic monotonicity, products and ratios of independent random variables, Lévy process
Dewey Decimal Classification:
510 Mathematik
Journal title:
Bernoulli
Year:
2017
Journal volume:
23
Journal issue:
1
Pages contribution:
773-787
Language:
en
Fulltext / DOI:
doi:10.3150/15-BEJ761
WWW:
Bernoulli
E-ISSN:
1573-9759
Status:
Verlagsversion / published
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
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