Risk, entropy, and the transformation of distributions

North American Actuarial Journal, Apr 2003 by McLeish, Donald L, Reesor, R Mark

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Discussions on this paper can be submitted until October 1, 2003. The authors reserve the right to reply to any discussion. Please see the Submission Guidelines/or Authors on the inside back cover for instructions on the submission of discussions.

Donald L. McLeish* and R. Mark Reesor[dagger]

* Donald L. McLeish is a Professor at University of Waterloo in the Department of Statistics and Actuarial Science, Waterloo, ON N2L 3G1, Canada, e-mail: dlmcleis@icarus.math.uwaterloo.ca.

[dagger] R. Mark Reesor is Assistant Professor and SHARCNET(TM) Research Chair in Financial Mathematics at University of Western Ontario in the Department of Applied Mathematics, London, ON N6A 5B8, Canada, e-mail: mreesor@uwo.ca.