An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166): Difference between revisions

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Latest revision as of 09:32, 10 December 2024

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An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk
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    An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (English)
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    25 June 2008
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    Bühlmann's equilibrium price
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    Wang transform
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    Gaussian copula
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    non-central \(t\) distribution
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