Moments of a class of compound distributions

DOI10.1080/03461238.1986.10413800zbMath0648.62017OpenAlexW2055384294MaRDI QIDQ3793505

Nelson De Pril

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03461238.1986.10413800

zbMATH Keywords

negative binomial distributionbinomialPoissonrecursion formulacounting distributionscomputing higher order moments of compound distributionscollevtive risk theory

Mathematics Subject Classification ID

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

Related Items (13)

Characterization of continuous distributions in terms of moments of extremal statistics ⋮ Reliability assessment for censored \(\delta\)-shock models ⋮ A generalization of Panjer's recursion and numerically stable risk aggregation ⋮ Recursive evaluation of aggregate claims distributions. ⋮ Unnamed Item ⋮ Some recursions for moments of \(n\)-fold convolutions. ⋮ Some recursions for moments of compound distributions. ⋮ Moments of losses during busy-periods of regular and nonpreemptive oscillating \(M^X/G/1/n\) systems ⋮ RECURRENCE RELATIONS FOR HIGHER ORDER MOMENTS OF A COMPOUND BINOMIAL RANDOM VARIABLE ⋮ Further improved recursions for a class of compound Poisson distributions ⋮ Moments of Compound Mixed Poisson Distributions ⋮ Goodness-of-fit procedures for compound distributions with an application to insurance ⋮ Some results on moments and cumulants

Cites Work

• Computing moments of compound distributions
• Moments of two distributions in collective risk theory
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