The Voigt profile is normalized:
since it is a convolution of normalized profiles. The Lorentzian profile has no moments (other than the zeroth), and so the moment-generating function for the Cauchy distribution is not defined. It follows that the Voigt profile will not have a moment-generating function either, but the characteristic function for the Cauchy distribution is well defined, as is the characteristic function for the normal distribution.  The characteristic function for the (centered) Voigt profile will then be the product of the two:
Since normal distributions and Cauchy distributions are stable distributions, they are each closed under convolution (up to change of scale), and it follows that the Voigt distributions are also closed under convolution.