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Gerber, Hans U.
19
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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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2
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:
3
Acturial approach to option pricing
Gerber, Hans U.
;
Shiu, Elias S. W.
-
1995
Persistent link: https://www.econbiz.de/10000934460
Saved in:
4
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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5
Skewness and stock option prices
Gerber, Hans U.
;
Landry, Bruno
-
1996
Persistent link: https://www.econbiz.de/10001534745
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6
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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7
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
Saved in:
8
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
Saved in:
9
Utility functions: from risk theory to finance
Gerber, Hans U.
;
Pafumi, Gérard
-
1997
Persistent link: https://www.econbiz.de/10000971721
Saved in:
10
From ruin theory to option pricing
Gerber, Hans U.
;
Shiu, Elias S. W.
-
1997
Persistent link: https://www.econbiz.de/10000971723
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