Spin-off from here.
Richard referred to me an article that tells me how to get parameters of a translated gamma distribution to which I should consider fitting simulated aggregated loss values.
The parameters depend on moments of S (or. in Richard's terms, L):
How do I compute the $E(S), E(S^2) and E(S^3)$ given simulations of S?
Do I estimate them with mean(S), mean(S^2) and mean(S^3), or do I use the formulas given in the article?
I wouldn't know how to compute the $E(S^3)$ ...