Some moment relations for the Hipp approximation
AbstractIn the present not we consider the Hipp approximation to the convolution of a finite number of probability distributions on the non-negative integers. It is shown that the moments up to order r of the rth order approximation are equal to the corresponding moments of the exact distribution. We also give a relation between the exact and approximation (r+1)th order moments and indicate how similar relations can be obtained for higher order moments.
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Bibliographic InfoPaper provided by Katholieke Universiteit Leuven in its series Open Access publications from Katholieke Universiteit Leuven with number urn:hdl:123456789/118607.
Date of creation: 1995
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- Dhaene, Jan & Ribas, Carmen & Vernic, Raluca, 2006. "Recursions for the individual risk model," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/199864, Katholieke Universiteit Leuven.
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