| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5077337 | Insurance: Mathematics and Economics | 2010 | 6 Pages |
Abstract
An elementary proof is presented to show that a connection exists between the Esscher-Girsanov transform and the Wang transform.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Coenraad C.A. Labuschagne, Theresa M. Offwood,