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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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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
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Acturial approach to option pricing
Gerber, Hans U.; Shiu, Elias S. W. - 1995
Persistent link: https://www.econbiz.de/10000934460
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On the time value of ruin
Gerber, Hans U.; Shiu, Elias S. W. - 1996
Persistent link: https://www.econbiz.de/10001534744
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Skewness and stock option prices
Gerber, Hans U.; Landry, Bruno - 1996
Persistent link: https://www.econbiz.de/10001534745
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Papers presented at the Symposium on Risk Theory : July 19 - 20, 1988, Louvain ; special issue
Gerber, Hans U. (contributor) - Symposium on Risk Theory <1988, Löwen> - In: Insurance / Mathematics & economics 8 (1989) 1
Persistent link: https://www.econbiz.de/10001086771
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The surpluses immediately before and at ruin, and the amount of the claim causing ruin
Boutin-Dufresne, François - In: Insurance / Mathematics & economics 7 (1988) 3, pp. 193-199
Persistent link: https://www.econbiz.de/10001058130
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The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
Boutin-Dufresne, François - In: Insurance / Mathematics & economics 7 (1988) 2, pp. 75-80
Persistent link: https://www.econbiz.de/10001058139
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Utility functions: from risk theory to finance
Gerber, Hans U.; Pafumi, Gérard - 1997
Persistent link: https://www.econbiz.de/10000971721
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From ruin theory to option pricing
Gerber, Hans U.; Shiu, Elias S. W. - 1997
Persistent link: https://www.econbiz.de/10000971723