On moments of counting distributions satisfying the \(k\)th-order recursion and their compound distributions (Q1288940)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On moments of counting distributions satisfying the \(k\)th-order recursion and their compound distributions |
scientific article |
Statements
On moments of counting distributions satisfying the \(k\)th-order recursion and their compound distributions (English)
0 references
29 June 1999
0 references
The paper presents recurrence formulas that are commonly used in insurance mathematics for moments of counting distributions given by \(k\)th order recursion. Other interesting results are the development of recurrence formulas for the moments of compound distributions with those distributions satisfying the \(k\)th-order recursion relation.
0 references
moment computation
0 references
recurrence formulas
0 references
counting distributions
0 references
