Title of article :
Some recursions for moments of n-fold convolutions
Author/Authors :
Sundt، نويسنده , , Bjّrn، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
In the present paper, we deduce some recursions for n-fold convolutions both in the univariate and the multivariate case. Some special cases are commented upon, and we discuss rescaling and use that in connection with characterisation of the normal and multinormal distributions.
Keywords :
Moments , recursions , n-Fold convolutions
Journal title :
Insurance Mathematics and Economics
Journal title :
Insurance Mathematics and Economics