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On the compound Poisson-gamma distribution
Kybernetika, Tome 47 (2011) no. 1, pp. 15-37 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution with sample size an independent Poisson random variable. It has received wide ranging applications. In this note, we give an account of its mathematical properties including estimation procedures by the methods of moments and maximum likelihood. Most of the properties given are hitherto unknown.
The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution with sample size an independent Poisson random variable. It has received wide ranging applications. In this note, we give an account of its mathematical properties including estimation procedures by the methods of moments and maximum likelihood. Most of the properties given are hitherto unknown.
Classification : 62E15, 62E17, 62E20
Keywords: compound Poisson-gamma; estimation; expansions; moments 
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Withers, Christopher; Nadarajah, Saralees. On the compound Poisson-gamma distribution. Kybernetika, Tome 47 (2011) no. 1, pp. 15-37. http://geodesic.mathdoc.fr/item/KYB_2011_47_1_a1/

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