This paper introduces and studies a family of new classes of infinitely divisible distributions on Rᵈ with two parameters. Depending on parameters, these classes connect the Goldie-Steutel-Bondesson class and the class of generalized type G distributions, connect the Thorin class and the class M, connect the class M and the class of generalized type G distributions. These classes are characterized by stochastic integral representations with respect to Lévy processes.
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Maejima et al. (2009) studied this question.
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