What is the reason that Esscher's method of approximation is as good as it is?
Harald Bohman · Scandinavian Actuarial Journal · 1963
In this volume there is a paper by Mr. F. Esscher dealing with problems that are closely related to the problems dealt with in the present paper. Mr. Esscher and I have been working on these problems independently of each other. Since our problems are related to each other but not identical, and since our methods differ, we thought it advisable to publish our results separately.