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Moments of two distributions in collective risk theory
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Moments of two distributions in collective risk theory

Elias S.W. Shiu
Scandinavian actuarial journal, Vol.1977(4), pp.185-187
10/01/1977
DOI: 10.1080/03461238.1977.10405061

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Abstract

This paper is motivated by Bartlett (1965) and Beekman (1966) in which approximation methods in collective risk theory are discussed. Here we generalize the results on moments given in these two papers, using less complicated techniques.

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