Characterization of the Compound Normal Model Thanks to the Laplace-Stieltjes Transform of the Mixing Distributions

Jean-Daniel Rolle

Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve-

Abstract: To solve an easy-to-understand real world problem, we invite the reader to travel through many useful concepts related to the important models provided by the compound normal distributions

Keywords: STATISTICS (search for similar items in EconPapers)
JEL-codes: C20 C21 (search for similar items in EconPapers)
Pages: 15 pages
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:96.9

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