Search Results - subject:"Bernstein function"

The density of distributions from the Bondesson class

Bernhart, German; Mai, Jan-Frederik; Schenk, Steffen; … - In: The journal of computational finance 18 (2014/15) 3, pp. 99-128

Persistent link: https://www.econbiz.de/10011298895

A note on the Galambos copula and its associated Bernstein function

Jan-Frederik, Mai - In: Dependence Modeling 2 (2014) March, pp. 22-29

] implies the existence of a unique Bernstein function Ψ associated with {Xk}k∈ℕ via the relation Ψ(d) = exponential rate of the … minimum of d members of {Xk}k∈ℕ. The present note provides the Lévy–Khinchin representation for this Bernstein function and …

Persistent link: https://www.econbiz.de/10011008550

A note on the Galambos copula and its associated Bernstein function

Jan-Frederik, Mai - In: Dependence Modeling 2 (2014) 1, pp. 8-8

Persistent link: https://www.econbiz.de/10011008554

A generalization of the results of Pillai

Fujita, Yasuhiro - In: Annals of the Institute of Statistical Mathematics 45 (1993) 2, pp. 361-365

Persistent link: https://www.econbiz.de/10005395731