Some recursions for moments of compound distributions.
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Publication:1423333
DOI10.1016/j.insmatheco.2003.09.002zbMath1103.62320MaRDI QIDQ1423333
Publication date: 14 February 2004
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.09.002
62H10: Multivariate distribution of statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
62E15: Exact distribution theory in statistics
62E10: Characterization and structure theory of statistical distributions
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Cites Work
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- On moments of counting distributions satisfying the \(k\)th-order recursion and their compound distributions
- Some recursions for moments of \(n\)-fold convolutions.
- On computational formulas for densities and moments of compound distributions
- Moments of a class of compound distributions
- Some results on moments and cumulants