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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

On the time value of ruin

Gerber, Hans U.; Shiu, Elias S. W. - 1996

Persistent link: https://www.econbiz.de/10001534744

Utility functions: from risk theory to finance

Gerber, Hans U.; Pafumi, Gérard - 1997

Persistent link: https://www.econbiz.de/10000971721

From ruin theory to option pricing

Gerber, Hans U.; Shiu, Elias S. W. - 1997

Persistent link: https://www.econbiz.de/10000971723

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

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

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

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

Optimal Sourcing and Lead-Time Reduction under Evolutionary Demand Risk

de Treville, Suzanne; Schürhoff, Norman; Trigeorgis, Lenos - 2015

We develop a real-options model for optimizing production and sourcing choices under evolutionary supply-chain risk. We model lead time as an endogenous decision and calculate the cost differential required to compensate for the risk exposure coming from lead time. The shape of the resulting...

Persistent link: https://www.econbiz.de/10014175184