Some recursions for moments of \(n\)-fold convolutions.

DOI10.1016/j.insmatheco.2003.07.001zbMath1103.91372OpenAlexW2024659168MaRDI QIDQ1423332

Bjoern Sundt

Publication date: 14 February 2004

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.07.001

zbMATH Keywords

Moments\(n\)-fold convolutionsRecursions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (2)

Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II ⋮ Some recursions for moments of compound distributions.

Cites Work

• Unnamed Item
• Some recursions for moments of compound distributions.
• Characterization of the normal distribution. II
• Moments of a class of compound distributions

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