Geodesic
A Characterization of the Compound-Exponential Type Distributions
Canadian mathematical bulletin, Tome 54 (2011) no. 3, pp. 464-471

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DOI

In this paper, a fixed point equation of the compound-exponential type distributions is derived, and under some regular conditions, both the existence and uniqueness of this fixed point equation are investigated. A question posed by Pitman and Yor can be partially answered by using our approach.
DOI : 10.4153/CMB-2011-086-7
Mots-clés : 62E10, 60G50, fixed point equation, compound-exponential type distributions 
Hwang, Tea-Yuan; Hu, Chin-Yuan. A Characterization of the Compound-Exponential Type Distributions. Canadian mathematical bulletin, Tome 54 (2011) no. 3, pp. 464-471. doi: 10.4153/CMB-2011-086-7
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     title = {A {Characterization} of the {Compound-Exponential} {Type} {Distributions}},
     journal = {Canadian mathematical bulletin},
     pages = {464--471},
     year = {2011},
     volume = {54},
     number = {3},
     doi = {10.4153/CMB-2011-086-7},
     url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-2011-086-7/}
}
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