3 papers
math.PR2025
Simulations of multivariate gamma distributions and multifactor gamma distributions
Philippe Bernardoff, Bénédicte Puig
This article provides a general expression for infinitely divisible multivariate gamma distributions defined by their Laplace transforms, as well as the conditional Laplace transfo…
math.PR2021
Domain of existence of the Laplace transform of infinitely divisible negative multinomial distributions
Philippe Bernardoff
This article provides the domain of existence of the Laplace transform of infinitely divisible negative multinomial distributions. We define a negative multinomial distribution…
math.ST2016
Laplace copulas of multifactor gamma distributions are new generalized Farlie-Gumbel-Morgenstern copulas
Philippe Bernardoff
This paper provides bifactor gamma distribution, trivariate gamma distribution and two copula families on [0, 1] n obtained from the Laplace transforms of the multivariate gamma di…