On the infinite divisibility of the ratio of two gamma-distributed variables

It is shown that the distribution of the ratio of two independent gamma-distributed random variables is infinitely divisible. This result provides a solution to an unsolved problem given by F. W. Steutel [4] in a survey of recent developments in the theory of infinite divisibility.

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Year of publication:	1978
Authors:	Goovaerts, M. J. ; D'Hooge, L. ; De Pril, N.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 7.1978, 3, p. 291-297
Publisher:	Elsevier
Keywords:	infinitely divisible distributions generalized [Gamma]-convolution Pareto distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873760