A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks

Publisher: Cambridge University Press

E-ISSN: 1783-1350|36|1|269-283

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.36, Iss.1, 2006-05, pp. : 269-283

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Abstract