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

@@ Property / cites work @@
+Q4221330
@@ Property / cites work: Q4221330 / rank @@
+Normal rank
@@ Property / cites work @@
+Actuarial bridges to dynamic hedging and option pricing
+Normal rank
@@ Property / cites work @@
+A comonotonic image of independence for additive risk measures
+Normal rank
@@ Property / cites work @@
+Actuarial risk measures for financial derivative pricing
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+An economic premium principle in a multiperiod economy.
+Normal rank
@@ Property / cites work @@
+Q4856610
@@ Property / cites work: Q4856610 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5615180
@@ Property / cites work: Q5615180 / rank @@
+Normal rank
@@ Property / cites work @@
+A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks
+Normal rank
@@ Property / cites work @@
+On the term structure of lending interest rates when a fraction of collateral is recovered upon default
+Normal rank
@@ Property / cites work @@
+PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank
@@ Property / cites work @@
+A Universal Framework for Pricing Financial and Insurance Risks
+Normal rank
@@ Property / cites work @@
+Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model
+Normal rank