A new class of geometric dispersion models associated with geometric sums is introduced by combining a geometric tilting operation with geometric compounding, in much the same way that exponential ...
Let X₁, X₂,... be a sequence of independent, identically distributed random variables. Let vp be a geometric random variable with parameter p ∈ (0, 1), independent of all Xj, j ≥ 1. Assume that φ : ℕ ...