Table 1 Different Parametrizations: \(\mathcal {P}(K)\leftrightarrows \mathcal {P}(T)\) with β=α, α=θ ^α·δ/(1−α), λ=(1−α)/δ. \(\mathcal {P}(H)\leftrightarrows \mathcal {P}(T)\leftrightarrows \mathcal {P}(P)\) using \(\delta =\mu \left (\frac {1-\alpha }{\mu \nu ^{2}}\right)^{1-\alpha }\), \(\gamma =\left [\frac {\mu \cos (\pi \alpha /2)}{\alpha }\right ]^{\frac {1}{\alpha }}\left [\frac {1-\alpha }{\mu \nu ^{2}}\right ]^{\frac {1-\alpha }{\alpha }}\) and \(\theta =\frac {1-\alpha }{\mu \nu ^{2}}\)

From: pTAS distributions with application to risk management