An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166)
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scientific article; zbMATH DE number 5292526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk |
scientific article; zbMATH DE number 5292526 |
Statements
An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (English)
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25 June 2008
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Bühlmann's equilibrium price
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Wang transform
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Gaussian copula
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non-central \(t\) distribution
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