Some recursions for moments of compound distributions.

DOI10.1016/J.INSMATHECO.2003.09.002zbMath1103.62320OpenAlexW1973063623MaRDI QIDQ1423333

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.2003.09.002

zbMATH Keywords

MomentsCompound distributionsRecursions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (7)

Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses ⋮ Unnamed Item ⋮ Some recursions for moments of \(n\)-fold convolutions. ⋮ Protection in numbers? Self-protection as a local public good ⋮ RECURRENCE RELATIONS FOR HIGHER ORDER MOMENTS OF A COMPOUND BINOMIAL RANDOM VARIABLE ⋮ Recursions for compound phase distributions ⋮ Further improved recursions for a class of compound Poisson distributions

Cites Work

• Unnamed Item
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• On moments of counting distributions satisfying the \(k\)th-order recursion and their compound distributions
• Some recursions for moments of \(n\)-fold convolutions.
• On computational formulas for densities and moments of compound distributions
• Moments of a class of compound distributions
• Some results on moments and cumulants

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