  It is known that in many cases distributions of exponential integrals of Levy
processes are infinitely divisible and in some cases they are also
selfdecomposable. In this paper, we give some sufficient conditions under which
distributions of exponential integrals are not only selfdecomposable but
furthermore are generalized gamma convolution. We also study exponential
integrals of more general independent increment processes. Several examples are
given for illustration.
