Computing moments of compound distributions

Authors
Kaas, R. Goovaerts, J. M.
Citation
R. Kaas, et M. Goovaerts, J., Computing moments of compound distributions, Scandinavian actuarial journal , 1985(1), 1985, pp. 35-38
Journal title
Scandinavian actuarial journal → ACNP
ISSN journal
03461238
Volume
1985
Issue
1
Year of publication
1985
Pages
35 - 38
Database
ACNP
SICI code
Abstract
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 compund distributions.