Pages that link to "Item:Q931166"
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The following pages link to An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166):
Displaying 6 items.
- Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603) (← links)
- Pricing of CDOs based on the multivariate Wang transform (Q609828) (← links)
- A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264) (← links)
- Longevity risk, cost of capital and hedging for life insurers under Solvency II (Q743154) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Option pricing by probability distortion operator based on the quantile function (Q2298583) (← links)
