\displaystyle
\frac{3\sigma^2\mu}{\sqrt{2\pi}}[-te^{\frac{-t^2}{2}}|_{-\infty}^{+\infty} + \int_{-\infty}^{+\infty} e^{\frac{-t^2}{2}}dt]+ \frac{\mu^3}{\sqrt{2\pi}}\int_{-\infty}^{+\infty} e^{\frac{-t^2}{2}}dt=3\sigma^2\mu+\mu^3