Computing moments of compound distributions
- 1 January 1985
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1985 (1) , 35-38
- https://doi.org/10.1080/03461238.1985.10413776
Abstract
The first few moments of compound distributions may be obtained by conditioning on the number of terms. It is shown how this method can be adapted to construct a recursive scheme for computing higher order moments of compund distributions.Keywords
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This publication has 2 references indexed in Scilit:
- Moments of Certain Series Distributions and Their ApplicationsSIAM Journal on Applied Mathematics, 1984
- Moments of two distributions in collective risk theoryScandinavian Actuarial Journal, 1977