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Some recursions for moments of compound distributions

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  • Sundt, Bjorn

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  • Sundt, Bjorn, 2003. "Some recursions for moments of compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 487-496, December.
    • Handle: RePEc:eee:insuma:v:33:y:2003:i:3:p:487-496
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    References listed on IDEAS

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    1. Sundt, Bjorn, 2003. "Some recursions for moments of n-fold convolutions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 479-486, December.
    2. De Pril, Nelson, 1985. "Recursions for Convolutions of Arithmetic Distributions," ASTIN Bulletin, Cambridge University Press, vol. 15(2), pages 135-139, November.
    3. Sundt, Bjørn, 1999. "On Multivariate Panjer Recursions," ASTIN Bulletin, Cambridge University Press, vol. 29(1), pages 29-45, May.
    4. Sundt, Bjørn & Jewell, William S., 1981. "Further Results on Recursive Evaluation of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 27-39, June.
    5. Panjer, Harry H., 1981. "Recursive Evaluation of a Family of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 22-26, June.
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    Cited by:

    1. Denuit, Michel & Robert, Christian Y., 2021. "Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses," LIDAM Discussion Papers ISBA 2021016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Eisele, Karl-Theodor, 2006. "Recursions for compound phase distributions," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 149-156, February.
    3. Fraser, Clive D., 2021. "Protection in numbers? Self-protection as a local public good," Journal of Mathematical Economics, Elsevier, vol. 96(C).
    4. Chadjiconstantinidis, Stathis & Pitselis, Georgios, 2009. "Further improved recursions for a class of compound Poisson distributions," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 278-286, April.
    5. Sundt, Bjorn, 2003. "Some recursions for moments of n-fold convolutions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 479-486, December.
    6. Michel Denuit & Christian Y. Robert, 2022. "Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 693-711, June.

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