We study the recursive moments of aggregate discounted claims, where the dependence between the inter-claim time and … of successive approximation to derive the Neumann series of the recursive moments. We then compute the first two moments …

and general expressions for the moments and the moment generating function associated with the distribution. We also point …

finite moments of all orders and could, therefore, be a better model for real-world situations, as it becomes possible to … distribution, this knowledge has to be abandoned and additionally the purely mathematical problems of infinite moments occurs. One … such situation is discussed. Explicit expressions for the moments of the truncated distribution are also derived.  …

) convergence in total variation distance, (ii) convergence of arbitrary moments, and (iii) pointwise convergence of Laplace … existence of nontrivial confidence sets for the moments of an unknown distribution in P d (lc) . Our results are based on …