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

Voir la notice de l'article provenant de la source Cambridge University Press

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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