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~isPartOf:"Insurance: Mathematics and Economics"
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Insurance: Mathematics and Economics
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A note on the connection between the Esscher-Girsanov transform and the Wang transform
Labuschagne, Coenraad C.A.
;
Offwood, Theresa M.
- In:
Insurance: Mathematics and Economics
47
(
2010
)
3
,
pp. 385-390
An elementary proof is presented to show that a connection exists between the Esscher-Girsanov transform and the Wang transform.
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