Computing moments of compound distributions

DOI10.1080/03461238.1985.10413776zbMath0586.62180OpenAlexW2523467795MaRDI QIDQ3711610

Rob Kaas, K. U. Leuven

Publication date: 1985

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://ageconsearch.umn.edu/record/293076

zbMATH Keywords

conditioningcompound Poisson processrecursive schemeinsurance portfolioclaim-sizescomputing higher order moments of compound distributionsmoments of ruin probability function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Statistical distribution theory (62E99)

Related Items (1)

Moments of a class of compound distributions

Cites Work

• Unnamed Item
• Moments of Certain Series Distributions and Their Applications
• Moments of two distributions in collective risk theory

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