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Cumulants were first introduced by the Danish astronomer, actuary, mathematician, and statistician Thorvald N. Thiele (1838 - 1910) in 1889.  Thiele called them half-invariants.  They were first called cumulants in a 1931 paper, The derivation of the pattern formulae of two-way partitions from those of simpler patterns, Proceedings of the London Mathematical Society, Series 2, v. 33, pp. 195–208, by the gréat statistical geneticist Sir Ronald Fisher and the statistician John Wishart, eponym of the Sebaran Wishart.  The historian Stephen Stigler has said that the name cumulant was suggested to Fisher in a letter from Harold Hotelling.  In another paper published in 1929, Fisher had called them cumulative moment functions.