k-particle cumulants lambda(k) (for 2 less than or equal to k less than or equal to n) corresponding to the k-particle reduced density matrices gamma(k) for an n-fermion system are defined via a generating function. The two-particle cumulant lambda(2) describes two-particle correlations (excluding exchange), lambda(3) genuine three-particle correlations etc. The properties of these cumulants are analyzed. Conditions for vanishing of certain lambda(k) are formulated. Necessary and sufficient for lambda(2) = 0 is the well-known idempotency condition gamma(2) = gamma for gamma = gamma(1). For lambda(3) = 0 to hold, a general necessary condition is Tr{2 gamma(3) - 3 gamma(2) + gamma} = 0, for three special forms of the wave function (arbitrary two-electron state, antisymmetrized product of strongly orthogonal geminals on antisymmetrized geminal power wave function of extreme type) 2 gamma(3) -3 gamma(2) + gamma = 0 turns out to be necessary and sufficient. For a multiconfiguration self-consistent field wave function the only nonvanishing matrix elements of the cumulants are those where all labels refer to active (partially occupied) spin orbitals. Spin-free cumulants Lambda(k) corresponding to the spin- free reduced density matrices Gamma(k) are also defined and analyzed. The main interest in the density cumulants is in connection with the recently formulated normal ordering and the corresponding Wick theorem for arbitrary reference functions, but they are also useful for an analysis of electron correlation.