On the generalization of Esscher and variance premiums modified for the elliptical family of distributions (Q2485528)
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scientific article; zbMATH DE number 2192301
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| English | On the generalization of Esscher and variance premiums modified for the elliptical family of distributions |
scientific article; zbMATH DE number 2192301 |
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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0.8592463135719299
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0.8300105333328247
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0.8268459439277649
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0.8066071271896362
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