Labuschagne, Coenraad C. A.; Offwood, Theresa M. A note on the connection between the Esscher-Girsanov transform and the Wang transform. (English) Zbl 1231.60062 Insur. Math. Econ. 47, No. 3, 385-390 (2010). MSC: 60H30 28A12 91B30 91G20 PDFBibTeX XMLCite \textit{C. C. A. Labuschagne} and \textit{T. M. Offwood}, Insur. Math. Econ. 47, No. 3, 385--390 (2010; Zbl 1231.60062) Full Text: DOI
de Vylder, F. Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints. (English) Zbl 0488.49030 Insur. Math. Econ. 1, 109-130 (1982). MSC: 49Q20 49J27 52A20 26B25 90C55 90C25 49J45 28B99 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 1, 109--130 (1982; Zbl 0488.49030) Full Text: DOI