Domains of attraction to Tweedie distributions

Lithuanian Mathematical Journal

Volumn 49, Issue 4, 2009, Pages 399-425

  Jorgensen B ^a   Martinez J R ^b   Vinogradov, V ^c  

^a UNIVERSITY OF SOUTHERN DENMARK   (Denmark)

^b UNIVERSIDAD NACIONAL DE CÓRDOBA   (Argentina)

^c OHIO UNIVERSITY   (United States)

Author keywords

Esscher transform; exponential tilting; natural exponential family; power variance function; Tauber theory; Tweedie domains of attraction

Indexed keywords

EID: 79451469182     PISSN: 03631672     EISSN: 15738825     Source Type: Journal    
DOI: 10.1007/s10986-009-9062-8     Document Type: Article

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