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Optimal dividends in the dual model
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 111-123
Persistent link: https://www.econbiz.de/10003755680
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An elementary approach to discrete models of dividend strategies
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 109-116
Persistent link: https://www.econbiz.de/10003953311
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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
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Obtaining the dividends-penalty identities by interpretation
Gerber, Hans U.; Yang, Hailiang - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 206-207
Persistent link: https://www.econbiz.de/10008654252
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Valuing equity-linked death benefits and other contingent options : a discounted density approach
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 73-92
Persistent link: https://www.econbiz.de/10009558293
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Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 64 (2015), pp. 313-325
Persistent link: https://www.econbiz.de/10011398088
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Editorial: The impact factor of IME
Kaas, R.; Gerber, Hans U.; Goovaerts, Marc J.; Shiu, … - In: Insurance / Mathematics & economics 62 (2015), pp. 1-4
Persistent link: https://www.econbiz.de/10011312094
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Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
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Discussion on "empirical approach for optimal reinsurance design", by Ken Seng Tan and Chengguo Weng, volume 18(2)
Gerber, Hans U. - In: North American actuarial journal 19 (2015) 3, pp. 237
Persistent link: https://www.econbiz.de/10011457278
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Response to Hans U. Gerber on his comments on our paper entitled "empirical approach for optimal reinsurance design"
Tan, Ken Seng; Weng, Chengguo - In: North American actuarial journal 19 (2015) 3, pp. 238-239
Persistent link: https://www.econbiz.de/10011457284