The Distribution of Sums of I.I.D. Pareto Random Variables with Arbitrary Shape Parameter

DOI10.1080/03610920701882503zbMath1165.62010OpenAlexW2047946377MaRDI QIDQ3526072

Colin M. Ramsay

Publication date: 24 September 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701882503

zbMATH Keywords

Laplace transformsPareto distributionKummer functionincomplete gamma functions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Applications of hypergeometric functions (33C90)

Related Items (5)

On the behavior of the high order stop-loss transform for convolutions with some applications ⋮ ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS ⋮ The distribution of compound sums of Pareto distributed losses ⋮ On the tail behaviour of aggregated random variables ⋮ A POISSON–PARETO MODEL OF CHLOROPHYLL-A FLUORESCENCE SIGNALS IN MARINE ENVIRONMENTS

Cites Work

• Unnamed Item
• On the Laplace transform of the Pareto distribution
• On a class of generalized Γ-convolutions (Part I)
• On the infinite divisbility of the Pareto distribution
• The Distribution of Sums of Certain I.I.D. Pareto Variates

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