{"version":"1.0","type":"link","title":"Esscher transform - Newikis","description":"In actuarial science, the Esscher transform (Gerber & Shiu 1994) 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 (Esscher 1932).","provider_name":"Newikis","provider_url":"https://newikis.com","cache_age":86400}