The generalized logarithmic series distribution

B.G. Hansen; E.K.E. Willekens

The generalized logarithmic series distribution

B.G. Hansen, E.K.E. Willekens

Mathematics and Computer Science

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It is shown that the generalized logarithmic series distribution is log-convex and hence infinitely divisible, and its Levy measure is determined asymptotically up to second order. An application to risk theory is given.

Originele taal-2	Engels
Plaats van productie	Eindhoven
Uitgeverij	Technische Universiteit Eindhoven
Aantal pagina's	8
Status	Gepubliceerd - 1988

Publicatie series

Naam	Memorandum COSOR
Volume	8803
ISSN van geprinte versie	0926-4493

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title = "The generalized logarithmic series distribution",

abstract = "It is shown that the generalized logarithmic series distribution is log-convex and hence infinitely divisible, and its Levy measure is determined asymptotically up to second order. An application to risk theory is given.",

author = "B.G. Hansen and E.K.E. Willekens",

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publisher = "Technische Universiteit Eindhoven",

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M3 - Report

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PB - Technische Universiteit Eindhoven

CY - Eindhoven

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The generalized logarithmic series distribution

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