The Iterated Tail Conditional Expectation for the Log-Elliptical Loss Process∗† Emiliano A. Valdez, PhD, FSA, FIAA - Generalized functions - Document - PDFSEARCH.IO

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	The Iterated Tail Conditional Expectation for the Log-Elliptical Loss Process∗† Emiliano A. Valdez, PhD, FSA, FIAA Add to Reading List Document Date: 2010-03-18 00:30:34 Open Document File Size: 267,44 KB Share Result on Facebook Country Australia / Israel / / Currency GBP / / / Facility Economics University of New South Wales Sydney / University of Haifa / The Institute of Actuaries / / IndustryTerm portion accounting / insurance contracts / equity-linked insurance contracts / insurance / / Organization UNSW Actuarial Foundation of The Institute of Actuaries of Australia / FIAA School of Actuarial Studies Faculty of Commerce / University of Haifa / FSA / Commerce & Economics University of New South Wales Sydney / / Person Zinoviy Landsman / / Position author / / Region South Wales / / SocialTag Generalized functions Symbol Characteristic function Log-normal distribution Support Distribution XT Mathematical analysis Normal distribution Measure theory

The Iterated Tail Conditional Expectation for the Log-Elliptical Loss Process∗† Emiliano A. Valdez, PhD, FSA, FIAAAdd to Reading List