Kyounghee Kim, Moment Generating Function of the Reciprocal of an Integral of Geometric Brownian Motion, Proceedings of the American Mathematical Society, Vol. 132, No. 9 (Sep., 2004), pp. 2753-2759 ...

Addresses the topics of probability, random variables, discrete and continuous densities, expectation and variance, special distributions (binomial, Poisson, normal, etc.), moment generating functions ...

Studies axioms, counting formulas, conditional probability, independence, random variables, continuous and discrete distribution, expectation, joint distributions, moment generating functions, law of ...

Some basic properties of the class of exponential dispersion models, introduced by Jørgensen (1984), are derived, using either exponential family theory or properties of moment generating functions.