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

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
BibTeX

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