© 1992

Generalized Gamma Convolutions and Related Classes of Distributions and Densities


Part of the Lecture Notes in Statistics book series (LNS, volume 76)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Lennart Bondesson
    Pages 1-6
  3. Lennart Bondesson
    Pages 7-28
  4. Lennart Bondesson
    Pages 29-48
  5. Lennart Bondesson
    Pages 49-67
  6. Lennart Bondesson
    Pages 68-89
  7. Lennart Bondesson
    Pages 90-104
  8. Lennart Bondesson
    Pages 105-125
  9. Lennart Bondesson
    Pages 126-136
  10. Lennart Bondesson
    Pages 137-151
  11. Lennart Bondesson
    Pages 152-159
  12. Back Matter
    Pages 160-177

About this book


Generalized Gamma convolutions were introduced by Olof Thorin in 1977 and were used by him to show that, in particular, the Lognormal distribution is infinitely divisible. After that a large number of papers rapidly appeared with new results in a somewhat random order. Many of the papers appeared in the Scandinavian Actuarial Journal. This work is an attempt to present the main results on this class of probability distributions and related classes in a rather logical order. The goal has been to be on a level that is not too advanced. However, since the field is rather technical, most readers will find difficult passages in the text. Those who do not want to visit a mysterious land situated between the land of probability theory and statistics and the land of classical analysis should not look at this work. When some years ago I submitted a survey to a journal it was suggested by the editor, K. Krickeberg, that it should be expanded to a book. However, at that time I was rather reluctant to do so since there remained so many problems to be solved or to be solved in a smoother way than before. Moreover, there was at that time some lack of probabilistic interpretations and applications. Many of the problems are now solved but still it is felt that more applications than those presented in the work could be found.


Finite convolution distribution function theorem variable

Authors and affiliations

  1. 1.Department of Forest BiometrySwedish University of Agricultural SciencesUmeåSweden

Bibliographic information

  • Book Title Generalized Gamma Convolutions and Related Classes of Distributions and Densities
  • Authors Lennart Bondesson
  • Series Title Lecture Notes in Statistics
  • DOI
  • Copyright Information Springer-Verlag New York 1992
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-0-387-97866-6
  • eBook ISBN 978-1-4612-2948-3
  • Series ISSN 0930-0325
  • Edition Number 1
  • Number of Pages XIV, 585
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Applications of Mathematics
  • Buy this book on publisher's site