About: Esscher principle

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The Esscher principle is an . It is given by , where is a strictly positive parameter. This premium is the for a risk , where denotes the moment generating function. The Esscher principle is a risk measure used in actuarial sciences that derives from the Esscher transform. This risk measure does not respect the positive homogeneity property of coherent risk measure for .

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  • The Esscher principle is an . It is given by , where is a strictly positive parameter. This premium is the for a risk , where denotes the moment generating function. The Esscher principle is a risk measure used in actuarial sciences that derives from the Esscher transform. This risk measure does not respect the positive homogeneity property of coherent risk measure for . (en)
  • エッシャー原理（エッシャーげんり、英: Esscher principle）とは、保険料計算原理の1つであり、 により与えられ。この原理では、 なるリスクに対する純保険料を導かれる。ここで、 は、積率母関数を表す。 (ja)
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  • The Esscher principle is an . It is given by , where is a strictly positive parameter. This premium is the for a risk , where denotes the moment generating function. The Esscher principle is a risk measure used in actuarial sciences that derives from the Esscher transform. This risk measure does not respect the positive homogeneity property of coherent risk measure for . (en)
  • エッシャー原理（エッシャーげんり、英: Esscher principle）とは、保険料計算原理の1つであり、 により与えられ。この原理では、 なるリスクに対する純保険料を導かれる。ここで、 は、積率母関数を表す。 (ja)
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  • Esscher principle (en)
  • エッシャー原理 (ja)
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