An extension of the Wang transform derived from Bühlmann’s economic premium principle for insurance risk

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev · Journal of the American Statistical Association · 1988 · 4.2K citations

Engineering, Mathematics, Financial Economics +16

Martingales and arbitrage in multiperiod securities markets

J. Michael Harrison, David M. Kreps · Journal of Economic Theory · 1979 · 3.7K citations

Business, Economics, Finance +12

Distributions in Statistics: Continuous Multivariate Distributions.

P. R. Fisk, Norman L. Johnson, Samuel Kotz · Journal of the Royal Statistical Society Series A (General) · 1973 · 1.6K citations

Natural Sciences, Mathematics, Probability Theory +10

Distributions in Statistics: Continuous Univariate Distributions

W. R. Buckland, N. L. Johnson, S. Kotz · Revue de l Institut International de Statistique / Review of the International Statistical Institute · 1971 · 1K citations

Natural Sciences, Mathematics, Probability Theory +10

A Class of Distortion Operators for Pricing Financial and Insurance Risks

Shaun S. Wang · Journal of Risk & Insurance · 2000 · 673 citations

Business, Insurance, Risk Management +13