Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Back to research

The cumulant process and Esscher's change of measure

2002293 citationsJournal Articlegreen Open Access

Authors

Jan Kallsen · Hochschule für Musik Freiburg

Albert N. Shiryaev · Steklov Mathematical Institute

Topics & Keywords

Stochastic processes and financial applications Probability and Risk Models Insurance, Mortality, Demography, Risk Management

Publication Details

Published in: Finance and Stochastics

Volume 6, Issue 4, pp. 397-428

DOI: 10.1007/s007800200069

Field-Weighted Citation Impact: 9.11

The cumulant process and Esscher's change of measure | Researchclopedia