From the generalized gamma to the generalized negative binomial distribution

DOI10.1016/0167-6687(92)90061-FzbMath0743.62014OpenAlexW2030423765MaRDI QIDQ1185321

Hans U. Gerber

Publication date: 28 June 1992

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(92)90061-f

zbMATH Keywords

inverse Gaussian distributioninfinite divisibilitymixing distributiongeneralized gamma distributiongeneralized inverse Gaussian distributiongeneralized negative binomial distributionunknown Poisson parameter

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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Cites Work

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• A remark on the Poisson-Pascal and some other contagious distributions
• Statistical properties of the generalized inverse Gaussian distribution
• The probability of ruin for the inverse Gaussian and related processes
• Survival models for heterogeneous populations derived from stable distributions
• On species frequency models

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