Exponential Family of Distributions
Overview
Denuit Formulation
Exponetial Dispersion Form
{% f(y) = exp(\frac{y \theta - a(\theta)}{\phi/\nu}) c(y, \phi/\nu) %}
(see Denuit pg. 31)
Other authors use the same form, but omit {% \nu %}, that is,
set {% \nu = 1 %}
(see Dunn pg. 212)
