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Search: person:"Shiu, Elias S. W."
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14
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Shiu, Elias S. W.
14
Gerber, Hans U.
10
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1
Cheng, Shixue
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Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
7
Insurance / Mathematics & economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
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1
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ECONIS (ZBW)
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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
Implied factor models of term structure of interest rates
Shiu, Elias S. W.
;
Yao, Yong
-
1998
Persistent link: https://www.econbiz.de/10000995867
Saved in:
4
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:
5
Investing for retirement : optimal capital growth and dynamic asset allocation
Gerber, Hans U.
;
Shiu, Elias S. W.
-
1998
Persistent link: https://www.econbiz.de/10001446282
Saved in:
6
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:
7
From ruin theory to option pricing
Gerber, Hans U.
;
Shiu, Elias S. W.
-
1997
Persistent link: https://www.econbiz.de/10000971723
Saved in:
8
Pricing perpetual American options for jump processes
Gerber, Hans U.
;
Shiu, Elias S. W.
-
1997
Persistent link: https://www.econbiz.de/10000972080
Saved in:
9
Martingale approach to pricing perpetual American options on two stocks
Gerber, Hans U.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001208957
Saved in:
10
On the time value of ruin
Gerber, Hans U.
;
Shiu, Elias S. W.
-
1996
Persistent link: https://www.econbiz.de/10001534744
Saved in:
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