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~subject:"Optionspreistheorie"
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Optimal Dividends in the Dual...
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Optionspreistheorie
Theorie
55
Theory
55
Dividend
22
Dividende
22
Stochastic process
20
Stochastischer Prozess
20
Option pricing theory
14
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Schätztheorie
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Shock
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Versicherungsmathematik
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Altersvorsorge
5
Dividends
5
Optimal dividends
5
Retirement provision
5
Risikomodell
5
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5
Innovation diffusion
4
Innovationsdiffusion
4
Mathematik
4
Multivariate Verteilung
4
Multivariate distribution
4
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4
Brownian motion
3
Dual model
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4
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English
14
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Gerber, Hans U.
9
Shiu, Elias S. W.
8
Avanzi, Benjamin
5
Wong, Bernard
3
Yang, Hailiang
3
Bicer, Isik
2
Cassar, Luke Cameron
2
Trigeorgis, Lenos
2
De Treville, Suzanne
1
Landry, Bruno
1
Michaud, Frédéric
1
Pérez, José-Luis
1
Yamazaki, Kazutoshi
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Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
5
Insurance / Mathematics & economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The European journal of finance
1
UNSW Australian School of Business Research Paper
1
UNSW Business School Research Paper
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
5
Acturial approach to option pricing
Gerber, Hans U.
;
Shiu, Elias S. W.
-
1995
Persistent link: https://www.econbiz.de/10000934460
Saved in:
6
Pricing Russian options with the compound poisson process
Gerber, Hans U.
;
Michaud, Frédéric
;
Shiu, Elias S. W.
-
1994
Persistent link: https://www.econbiz.de/10000934463
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
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:
10
Real options at the interface of finance and operations : exploiting embedded supply-chain real options to gain competitiveness
Avanzi, Benjamin
;
Bicer, Isik
;
De Treville, Suzanne
; …
- In:
The European journal of finance
19
(
2013
)
7/8
,
pp. 760-778
Persistent link: https://www.econbiz.de/10010244731
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