Some results on moments and cumulants

DOI10.1080/03461238.1998.10413989zbMath1031.62501OpenAlexW2141111430MaRDI QIDQ4235015

Jan Dhaene, Nelson De Pril, Bjoern Sundt

Publication date: 25 March 1999

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

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/118606

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (10)

Statistical inference using higher-order information ⋮ Recursions for the individual risk model ⋮ Third cumulant for multivariate aggregate claim models ⋮ Recursive evaluation of aggregate claims distributions. ⋮ Some recursions for moments of compound distributions. ⋮ A new method for evaluating the distribution of aggregate claims ⋮ A GENERALIZATION OF THE CLASSICAL DISCRETE DISTRIBUTIONS ⋮ The multivariate De Pril transform. ⋮ On error bounds for approximations to multivariate distributions. ⋮ On approximating distributions by approximating their De Pril transforms

Cites Work

• On a class of approximative computation methods in the individual risk model
• Moments of a class of compound distributions
• On approximating distributions by approximating their De Pril transforms

This page was built for publication: Some results on moments and cumulants