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Some Moment Relations for the Hipp approximation
Published online by Cambridge University Press: 29 August 2014
Abstract
In the present note 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 moment up to and including 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 approximated (r + 1)th order moments and indicate how similar relations can be obtained for higher order moments.
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- Copyright © International Actuarial Association 1996
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