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Gerber, Hans U.
9
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Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
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1
A constraint-free approach to optimal reinsurance
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10012194932
Saved in:
2
Methods for estimating the optimal dividend barrier and the probability of ruin
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Smith, Nathaniel
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 243-254
Persistent link: https://www.econbiz.de/10003682219
Saved in:
3
From ruin theory to pricing reset guarantees and perpetual put options
Gerber, Hans U.
;
Shiu, Elias S. W.
-
1998
Persistent link: https://www.econbiz.de/10001446277
Saved in:
4
Discounted probabilities and ruin theory in the compound binomial model
Cheng, Shixue
;
Gerber, Hans U.
;
Shiu, Elias S. W.
-
1998
Persistent link: https://www.econbiz.de/10001452074
Saved in:
5
Utility functions: from risk theory to finance
Gerber, Hans U.
;
Pafumi, Gérard
-
1997
Persistent link: https://www.econbiz.de/10000971721
Saved in:
6
From ruin theory to option pricing
Gerber, Hans U.
;
Shiu, Elias S. W.
-
1997
Persistent link: https://www.econbiz.de/10000971723
Saved in:
7
On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
Gerber, Hans U.
;
Landry, Bruno
-
1997
Persistent link: https://www.econbiz.de/10000972765
Saved in:
8
On the time value of ruin
Gerber, Hans U.
;
Shiu, Elias S. W.
-
1996
Persistent link: https://www.econbiz.de/10001534744
Saved in:
9
An introduction to mathematical risk theory
Gerber, Hans U.
-
1979
Persistent link: https://www.econbiz.de/10000072026
Saved in:
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