On the generalization of Esscher and variance premiums modified for the elliptical family of distributions

Insurance: Mathematics and Economics

Volumn 35, Issue 3, 2004, Pages 563-579

  Landsman, Zinoviy ^a  

^a UNIVERSITY OF HAIFA   (Israel)

Author keywords

Elliptical tilting; Generalized Esscher premium; Generalized variance premium

Indexed keywords

EID: 10144260010     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.07.006     Document Type: Article

References (11)

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