The \(k\)th raw moment of the random variable \(X\) is
\(E[X^k]\), the \(k\)th limited moment at some limit
\(d\) is \(E[\min(X, d)^k]\) and the moment
generating function is \(E[e^{tX}]\), \(k >
-\alpha\).
References
Johnson, N. L. and Kotz, S. (1970), Continuous Univariate
Distributions, Volume 1, Wiley.
Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2012),
Loss Models, From Data to Decisions, Fourth Edition, Wiley.