Hürlimann, Werner - DBV-Winterthur-Versicherung Aktiengesellschaft
function of X. The second equahty ~s obtained through partial integration,
ON STOP-LOSS ORDER AND THE DISTORTION PRICING …. A partial integration shows the
following mean formulas:
#j:=E\[Zj\]=#x-Trx(t2/_.)+Try(t2j_l), a=l, ,m (2.6)
Now, by …