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  • Search: subject:"standard deviation loading"
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Esscher transform 1 Wang transform 1 indifference pricing 1 standard deviation loading 1
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Free 1
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Book / Working Paper 1
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Working Paper 1
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English 1
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Poon, Ser-Huang 1 Ruban, Oleg 1 Vitiello, Luiz 1
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Manchester Business School Working Paper 1
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EconStor 1
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Actuarial transform pricing
Ruban, Oleg; Vitiello, Luiz; Poon, Ser-Huang - 2010
methods, viz. the Esscher transform, indifference pricing, the Wang transform, and the standard deviation loading, are popular …
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