Affiliation:
1. Wolters Kluwer Financial Services, Seefeldstrasse 69, 8008 Zürich, Switzerland
Abstract
We consider the class of those distributions that satisfy Gauss's principle (the maximum likelihood estimator of the mean is the sample mean) and have a parameter orthogonal to the mean. It is shown that this so-called “mean orthogonal class” is closed under convolution. A previous characterization of the compound gamma characterization of random sums is revisited and clarified. A new characterization of the compound distribution with multiparameter Hermite count distribution and gamma severity distribution is obtained.
Subject
General Environmental Science,General Biochemistry, Genetics and Molecular Biology,General Medicine
Cited by
2 articles.
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