Moments of a class of compound distributions

Authors
De Pril, N.
Citation
N. De Pril,, Moments of a class of compound distributions, Scandinavian actuarial journal , 1986(2), 1986, pp. 117-120
Journal title
Scandinavian actuarial journal → ACNP
ISSN journal
03461238
Volume
1986
Issue
2
Year of publication
1986
Pages
117 - 120
Database
ACNP
SICI code
Abstract
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.