The generalized logarithmic series distribution
type: Item
instance of: scholarly article
title: The generalized logarithmic series distribution
zbMATH Open document ID: 0696.60021
DOI: 10.1016/0167-7152(90)90138-W
author: N. E. Zubov
published in: Statistics \& Probability Letters
publication date: 1990-01-01T00:00:00Z
review text: The generalized logarithmic series distribution (GLSD) can asymptotically be considered as a discretized version of the inverse Gaussian distribution. It is shown that its zero centered version \(GLSD_ 0\) is strictly logconvex and infinitely divisible. Using a result on discrete convolution equivalent distributions the asymptotic behaviour of the Lévy measure of the \(GLSD_ 0\) is derived. Finally, an application to risk theory is given.
reviewed by: Claudia Klüppelberg
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 4140915
zbMATH Keywords: generalized logarithmic series distribution
zbMATH Keywords: inverse Gaussian distribution
zbMATH Keywords: infinitely divisible
zbMATH Keywords: asymptotic behaviour of the Lévy measure
zbMATH Keywords: risk theory
MaRDI profile type: Publication
cites work: Functions of probability measures
cites work: Q3948374
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full work available at URL: 0167-7152(90)90138-w
OpenAlex ID: W2119062221
description: scientific article; zbMATH DE number 4140915