Computing moments of compound distributions
type: Item
instance of: scholarly article
title: Computing moments of compound distributions
zbMATH Open document ID: 0586.62180
DOI: 10.1080/03461238.1985.10413776
author: Rob Kaas
author: K. U. Leuven
published in: Scandinavian Actuarial Journal
publication date: 1985-01-01T00:00:00Z
full work available at URL: http://ageconsearch.umn.edu/record/293076
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62E99
zbMATH DE Number: 3940565
zbMATH Keywords: insurance portfolio
zbMATH Keywords: claim-sizes
zbMATH Keywords: moments of ruin probability function
zbMATH Keywords: compound Poisson process
zbMATH Keywords: conditioning
zbMATH Keywords: recursive scheme
zbMATH Keywords: computing higher order moments of compound distributions
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2523467795
cites work: Q3314810
cites work: Moments of Certain Series Distributions and Their Applications
cites work: Moments of two distributions in collective risk theory
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