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On computational formulas for densities and moments of compound distributions

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Abstract

We present computational formulas for the density and moments of a compound distribution while the frequency distribution satisfies certain difference equations.

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References

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Proceedings of the Seminar on Stability Problems for Stochastic Models, Vologda, Russa, 1998, Part I.

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Murat, M., Szynal, D. On computational formulas for densities and moments of compound distributions. J Math Sci 99, 1286–1299 (2000). https://doi.org/10.1007/BF02674088

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