B0744
Title: Size distributions and the moment problem
Authors: Christian Kleiber - Universitaet Basel (Switzerland) [presenting]
Abstract: The moment problem asks whether or not a given distribution is uniquely determined by its moments. The existence of moment-indeterminate distributions has been known since the late 19th century; however, first examples were often considered as mere mathematical curiosities. Recent research has shown that the phenomenon is more widespread than previously thought. Specifically, distributions that are not determined by their moments arise in the modelling of size distributions. We study determinacy issues for selected size distributions occurring in economics and actuarial science.
