On the Probability Function in the Collective Theory of Risk

Esscher, F. (1932). On the Probability Function in the Collective Theory of Risk. Skandinavisk Aktuarietidskrift, 175-195.

Type

Journal article

Intellectual base

Primary research

Year

1932

Link

https://doi.org/10.1080/03461238.1932.10405883 not authoritativeverified

Cited by

1 citation across 1 artifact.

Domain-specific

• Esscher transform
  • Exponential weighting favors larger values when \(h>0\) and smaller values when \(h<0\), while normalization makes total probability one.

Verification

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Registry ID ref:ed30d50e3641 · see in the full table