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COMPUTING MOMENTS OF COMPOUND DISTRIBUTIONS

Kaas, R; Goovaerts, M
1984
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The first few moments of compound distributions may be obtained by conditioning on the number of terms. It is shown how this method can be adapted to construct a recursive scheme for computing higher order moments of compound distributions.

Title
COMPUTING MOMENTS OF COMPOUND DISTRIBUTIONS
Keywords
Author(s)
Kaas, R
Goovaerts, M
Subject(s)
Issue Date
10/15/1984
Publication Type
Report
Digital Object Identifier
https://doi.org/10.22004/ag.econ.293076
Record Identifier
https://ageconsearch.umn.edu/record/293076
Language
English
Total Pages
9
Series Statement
AE 20/84
Record Appears in
University of Amsterdam, Actuarial Science and Econometrics Archive

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