The generalized logarithmic series distribution

Hansen, B.; Willekens, E.K.E.

doi:10.1016/0167-7152(90)90138-w

Search citation statements

Order By: Relevance

Paper Sections

Select...

Discrete Probability Distributions1

Log-convexity and Complete Monotonicity1

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2007

2018

Publication Types

Select...

Article5

Other1

Relationship

Self Cite0

Independent6

Authors

Journals

Cited by 8 publications

(2 citation statements)

References 8 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…with β 1 and 0 < θ < β −1 ; see Hansen and Willekens [11]. For β = 1, we find back the usual logarithmic p.d.f.…”

Section: Discrete Probability Distributionssupporting

confidence: 58%

Semi-Heavy Tails

2018

View full text Add to dashboard Cite

In this paper, we study properties of functions and sequences with a semi-heavy tail, that is, functions and sequences of the form w(x) = e −βx f (x), β > 0, resp., w n = c n f n , 0 < c < 1, where the function f (x), resp., the sequence (f n ), is regularly varying. Among others, we give a representation theorem and study convolution properties. The paper includes several examples and applications in probability theory.

show abstract

“…with β 1 and 0 < θ < β −1 ; see Hansen and Willekens [11]. For β = 1, we find back the usual logarithmic p.d.f.…”

Section: Discrete Probability Distributionssupporting

confidence: 58%

Semi-Heavy Tails

2018

View full text Add to dashboard Cite

show abstract

“…with β ≥ 1 and 0 < θ < β −1 . Then {r n , n ≥ 1} is strictly log-convex (see Hansen and Willekens (1990)).…”

Section: Log-convexity and Complete Monotonicitymentioning

confidence: 99%

Optimal Dividend Problem for a Compound Poisson Risk Model

Shen¹,

Yin²

2014

View full text Add to dashboard Cite

In this note we study the optimal dividend problem for a company whose surplus process, in the absence of dividend payments, evolves as a generalized compound Poisson model in which the counting process is a generalized Poisson process. This model including the classical risk model and the Pólya-Aeppli risk model as special cases. The objective is to find a dividend policy so as to maximize the expected discounted value of dividends which are paid to the shareholders until the company is ruined. We show that under some conditions the optimal dividend strategy is formed by a barrier strategy.Moreover, two conjectures are proposed.

show abstract

A New Generalization of the Logarithmic Distribution Arising from the Inverse Trinomial Distribution

Khang

Ong

2007

Comm. in Stats. - Theory & Methods

View full text Add to dashboard Cite

The generalized logarithmic series distribution

Cited by 8 publications

References 8 publications

Semi-Heavy Tails

Semi-Heavy Tails

Optimal Dividend Problem for a Compound Poisson Risk Model

A New Generalization of the Logarithmic Distribution Arising from the Inverse Trinomial Distribution

Contact Info

Product

Resources

About