On the generalization of Esscher and variance premiums modified for the elliptical family of distributions (Q2485528)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the generalization of Esscher and variance premiums modified for the elliptical family of distributions |
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Statements
On the generalization of Esscher and variance premiums modified for the elliptical family of distributions (English)
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5 August 2005
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Generalized Esscher premium
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Generalized variance premium
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Elliptical tilting
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