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A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 36 / Issue 1 / May 2006
- Published online by Cambridge University Press:
- 17 April 2015, pp. 269-283
- Print publication:
- May 2006
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- Article
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