Bayesian Risk Measures for Derivatives via Random Esscher Transform

Tak Kuen Siu, H. Tong, H. Yang

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	78-91
Number of pages	14
Journal	North American Actuarial Journal
Volume	5
Issue number	3
Publication status	Published - 2001

Cite this

@article{748f1c9881c54e3182f4ff4dab221eb4,

title = "Bayesian Risk Measures for Derivatives via Random Esscher Transform",

author = "Siu, {Tak Kuen} and H. Tong and H. Yang",

year = "2001",

language = "English",

volume = "5",

pages = "78--91",

journal = "North American Actuarial Journal",

publisher = "Society of Actuaries",

number = "3",

}