About: Esscher transform

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In actuarial science, the Esscher transform is a transform that takes a probability density f(x) and transforms it to a new probability density f(x; h) with a parameter h. It was introduced by F. Esscher in 1932.

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  • In actuarial science, the Esscher transform is a transform that takes a probability density f(x) and transforms it to a new probability density f(x; h) with a parameter h. It was introduced by F. Esscher in 1932. (en)
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  • In actuarial science, the Esscher transform is a transform that takes a probability density f(x) and transforms it to a new probability density f(x; h) with a parameter h. It was introduced by F. Esscher in 1932. (en)
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  • Esscher transform (en)
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