Moments of a class of compound distributions
- 1 April 1986
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1986 (2) , 117-120
- https://doi.org/10.1080/03461238.1986.10413800
Abstract
It is shown that an easy to use recursion formula can be derived for computing higher order moments of compound distributions, when the counting law belongs to a special family.Keywords
This publication has 4 references indexed in Scilit:
- Computing moments of compound distributionsScandinavian Actuarial Journal, 1985
- Recursive Evaluation of a Family of Compound DistributionsASTIN Bulletin, 1981
- Further Results on Recursive Evaluation of Compound DistributionsASTIN Bulletin, 1981
- Moments of two distributions in collective risk theoryScandinavian Actuarial Journal, 1977