Limit behavior of the Esscher premium
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Publication:289615
DOI10.1515/rose-2016-0010zbMath1338.91079MaRDI QIDQ289615
Mykola V. Pratsiovytyi, Vitaliy O. Drozdenko
Publication date: 30 May 2016
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2016-0010
62P05: Applications of statistics to actuarial sciences and financial mathematics
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