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Bayesian risk measures for derivatives for random Esscher transform

Siu, Tak Kuen, Tong, Howell and Yang, Hailiang (2001) Bayesian risk measures for derivatives for random Esscher transform. North American Actuarial Journal, 5 (3). pp. 78-91. ISSN 1092-0277

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Item Type: Article
Official URL: http://www.soa.org/news-and-publications/publicati...
Additional Information: © 2001 Society of Actuaries
Divisions: Economics
Statistics
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Date Deposited: 02 Jul 2008 14:50
Last Modified: 22 Feb 2024 00:30
URI: http://eprints.lse.ac.uk/id/eprint/6295

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