zbMATH — the first resource for mathematics

Moments of a class of compound distributions. (English) Zbl 0648.62017
It is shown that an easy to use recursion formula can be derived for computing higher order moments of compound distributions, when the counting law belongs to a special family.

62E15 Exact distribution theory in statistics
62P05 Applications of statistics to actuarial sciences and financial mathematics
Full Text: DOI
[1] Two stochastic processes (1974)
[2] Goovaerts M. J., Insurance premiums (1984) · Zbl 0532.62082
[3] Johnson N. L., Distributions in statistics: discrete distributions (1969) · Zbl 0292.62009
[4] Kaas R., Scand. Actuarial J. pp 35– (1985) · Zbl 0586.62180 · doi:10.1080/03461238.1985.10413776
[5] Panjer H. H., Astin Bulletin 12 pp 22– (1981) · doi:10.1017/S0515036100006796
[6] Shiu E. S. W., Scand. Actuarial J. pp 185– (1977) · Zbl 0373.62064 · doi:10.1080/03461238.1977.10405061
[7] Sundt B., Astin Bulletin 12 pp 27– (1981) · doi:10.1017/S0515036100006802
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.