Computing moments of compound distributions (Q3711610)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Computing moments of compound distributions
scientific article

    Statements

    Computing moments of compound distributions (English)
    0 references
    0 references
    0 references
    1985
    0 references
    insurance portfolio
    0 references
    claim-sizes
    0 references
    moments of ruin probability function
    0 references
    compound Poisson process
    0 references
    conditioning
    0 references
    recursive scheme
    0 references
    computing higher order moments of compound distributions
    0 references

    Identifiers