EXPANSIONS FOR MOMENTS OF COMPOUND POISSON DISTRIBUTIONS

DOI10.1017/S0269964813000053zbMath1275.60021OpenAlexW2098745477MaRDI QIDQ2844473

Christopher S. Withers, Shaiful Anuar Abu Bakar, Saralees Nadarajah

Publication date: 28 August 2013

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964813000053

zbMATH Keywords

Bell polynomialscompound Poisson distributionsexpansions for momentsunivariate and multivariate cases

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (1)

Density approximations and VaR computation for compound Poisson-lognormal distributions

Cites Work

• Panjer recursion versus FFT for compound distributions
• The moments and central moments of a compound distribution
• Recursions for Convolutions and Compound Distributions with Insurance Applications

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