Titlebook: Generalized Gamma Convolutions and Related Classes of Distributions and Densities; Lennart Bondesson Book 1992 Springer-Verlag New York, I

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Book 1992infinitely divisible. After that a large number of papers rapidly appeared with new results in a somewhat random order. Many of the papers appeared in the Scandinavian Actuarial Journal. This work is an attempt to present the main results on this class of probability distributions and related classe

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Extended Generalized Gamma Convolutions,distribution with mgf exp·s./2× is a simple example of such a distribution. An extension of ℐ to a class of distributions on the whole real line ℝ is thus desirable. This chapter is devoted to the class ℐ. of extended generalized Gamma convolutions (EGGC) introduced by Thorin (1978a).

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Generalized Negative Binomial Convolutions,., this being the discrete analogue of ℐ. The analogue of the Gamma distribution is the Negative Binomial distribution. By a . ., we mean a limit distribution for a sequence of finite convolutions of Negative Binomial distributions. The class of GNBC’s is denoted ℐ.. Many of the results valid for ℐ