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Publications

158 publications ordered by: publication type  -  year

: Peer Reviewed

Articles

Gerber H.U., Shiu E.S.W. & Yang H. (2013). Valuing equity-linked death benefits in jump diffusion models. Insurance: Mathematics and Economics, 53, 615-623. [doi] [abstract] Peer Reviewed

Gerber H.U., Shiu E.S.W. & Yang H. (2012). Valuing equity-linked death benefits and other contingent options: a discounted density approach. Insurance: Mathematics & Economics, 51(1), 73-92. Peer Reviewed

Gerber H.U., Shiu E.S.W. & Yang H. (2012). The Omega model: from bankruptcy to occupation times in the red. European Actuarial Journal, 2(2), 259-272. [doi] [abstract] Peer Reviewed

Albrecher H. & Gerber H. (2011). A note on moments of dividends. Acta Mathematica Applicatae Sinica, 27(3), 353-354. [pdf] Peer Reviewed

Albrecher H., Gerber H. & Shiu E. (2011). The optimal dividend barrier in the Gamma-Omega model. European Actuarial Journal, 1(1), 43-55. [pdf] Peer Reviewed

Albrecher H., Gerber H. & Yang H. (2010). Reply to discussions on "A direct approach to the discounted penalty function". North American Actuarial Journal, 14(4), 445-447. Peer Reviewed

Albrecher H., Gerber H.U. & Yang H. (2010). A direct approach to the discounted penalty function. North American Actuarial Journal, 14(4), 420-434. [pdf] Peer Reviewed

Gerber H.U., Shiu E.S.W. & Yang H. (2010). An elementary approach to discrete models of dividend strategies. Insurance: Mathematics and Economics, 46(1), 109-116. Peer Reviewed

Gerber H.U. & Yang H. (2010). Obtaining the dividends-penalty identities by interpretation. Insurance: Mathematics and Economics, 47(2), 206-207. Peer Reviewed

Albrecher H. & Gerber H.U. (2009). On the non-optimality of proportional reinsurance according to the dividend criterion. Bulletin of the Swiss Association of Actuaries, 94-95. [pdf] Peer Reviewed

Gerber H.U., Shiu E.S.W. & Yang H. (2009). Crossing Time of Annuities with Exponential Payment Rates. Bulletin of the Swiss Association of Actuaries, 96-100. Peer Reviewed

Avanzi B. & Gerber H.U. (2008). Optimal dividends in the dual model with diffusion. Astin Bulletin, 38(2), 653-667. Peer Reviewed

Gerber H.U., Shiu E. S. W. & Smith N. (2008). Methods to estimate the optimal dividend barrier and the probability of ruin. Insurance: Mathematics and Economics, 42(1), 243-254. [url] [abstract] Peer Reviewed

Gerber H.U. & Smith N. (2008). Optimal dividends with incomplete information in the dual model. Insurance: Mathematics and Economics, 43(2), 227-233. [url] Peer Reviewed

Avanzi B., Gerber H.U. & Shiu E.S.W. (2007). Optimal Dividends in the Dual Model. Insurance: Mathematics and Economics, 41(1), 111-123. [url] [abstract] Peer Reviewed

Gerber H.U. & Yang H. (2007). Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment. North American Actuarial Journal, 11(3), 159-169. [pdf] Peer Reviewed

Cai J., Gerber H.U. & Yang H. (2006). Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest. North American Actuarial Journal, 10(2), 94-108. [pdf] [abstract] Peer Reviewed

Chan B., Gerber H.U. & Shiu E.S.W. (2006). Discussion of Xiaowen Zhou's "On a Classical Risk Model with a Constant Dividend Barrier". North American Actuarial Journal, 10(2), 133-139. [pdf] Peer Reviewed

Gerber H. U. & Shiu E. S. W. (2006). On the Merger of Two Companies. North American Actuarial Journal, 10(3), 60-67. [pdf] [abstract] Peer Reviewed

Gerber H. U. & Shiu E. S. W. (2006). On Optimal Dividend Strategies in the Compound Poisson Model. North American Actuarial Journal, 10(2), 76-93. [pdf] [abstract] Peer Reviewed

Gerber H. U., Shiu E. S. W. & Smith N. (2006). Maximizing Dividends without Bankruptcy. Astin Bulletin, 36(1), 5-23. [abstract] Peer Reviewed

Gerber H.U., Lin X.S. & Yang H. (2006). A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier. Astin Bulletin, 36(2), 489-503. [abstract] Peer Reviewed

Gerber H.U. & Shiu E.S.W. (2006). On Optimal Dividends: From Reflection to Refraction. Journal of Computational and Applied Mathematics, 186(1), 4-22. [abstract] Peer Reviewed

Gerber H. U. & Shiu E. S. W. (2005). The Time Value of ruin in a Sparre Andersen Model. North American Actuarial Journal, 9(2), 49-84. [pdf] Peer Reviewed

Gerber H. U. & Shiu E. S. W. (2004). Optimal Dividends : Analysis with Brownian Motion. North American Actuarial Journal, 8(1), 1-20. [pdf] [abstract] Peer Reviewed

Gerber H. U., Leung B. P. K. & Shiu E. S. W. (2003). Indicator Function and Hattendorff Theorem. North American Actuarial Journal, 7(1), 38-47. [abstract] Peer Reviewed

Gerber H. U. & Shiu E. S. W. (2003). Pricing Perpetual Fund Protection with Withdrawal Option. North American Actuarial Journal, 7(2), 60-92. [pdf] Peer Reviewed

Gerber H. U. & Shiu E. S. W. (2003). Discussion of "Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process". North American Actuarial Journal, 7(3 and 4), 117-119 and 96-101. Peer Reviewed

Gerber H. U. & Shiu E. S. W. (2003). Pricing Lookback Options and Dynamic Guarantees. North American Actuarial Journal, 7(1), 48-67. [pdf] [abstract] Peer Reviewed

Gerber H. U. & Shiu E. S. W. (2003). Geometric Brownian Motion Models for Assets and Liabilities : From Pension Funding to Optimal Dividends. North American Actuarial Journal, 7(3), 37-56. [pdf] [abstract] Peer Reviewed

Deprez. O., Furrer C. & Gerber H.U. (2001). Performanceweitergabe bei einer Mindestverzinsung. Bulletin of the Swiss Association of Actuaries, 2001(2), 109-121. Peer Reviewed

Cheng S., Gerber H.U. & Shiu E.S.W. (2000). Discounted probabilities of ruin in the compound binomial model. Insurance: Mathematics and Economics, 26, 239-250. Peer Reviewed

Gerber H.U. & Pafumi G. (2000). Pricing dynamic investment fund protection. North American Actuarial Journal, 4(2), 28-41. Peer Reviewed

Gerber H.U. & Shiu E.S.W. (2000). Investing for retirement: optimal capital growth and dynamic asset allocation. North American Actuarial Journal, 4(2), 42-62. Peer Reviewed

Gerber H.U. & Shiu E.S.W. (1999). From ruin theory to pricing reset guarantees and perpetual put options. Insurance: Mathematics and Economics, 24, 3-14. Peer Reviewed

Gerber H.U. & Landry B. (1998). On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. Insurance: Mathematics and Economics, 22, 263-276. Peer Reviewed

Gerber H.U. & Pafumi G. (1998). Utility functions: from risk theory to finance. North American Actuarial Journal, 2(3), 74-100. Peer Reviewed

Gerber H.U. & Pafumi G. (1998). Stop-loss a tempo continuo e protezione dinamica di un fondo d'investimento. Rivista di matematica per le scienze economiche e sociali, 21, 125-146. Peer Reviewed

Gerber H.U. & Shiu E.S.W. (1998). On the time value of ruin. North American Actuarial Journal, 2(1), 48-78. Peer Reviewed

Gerber H.U. & Shiu E.S.W. (1998). Pricing perpetual options for jump processes. North American Actuarial Journal, 2(3), 101-112. Peer Reviewed

Gerber H.U & Shiu E.S.W. (1997). Le prix d'une option américaine perpétuelle pour des processus à sauts. Bulletin Français d'Actuariat, 1, 83-91. Peer Reviewed

Gerber H.U. & Landry B. (1997). Skewness and stock option prices. North American Actuarial Journal, 1(3), 50-65. Peer Reviewed

Gerber H.U. & Shiu E.S.W. (1997). The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. Insurance: Mathematics and Economics, 21, 129-137. Peer Reviewed

Gerber H.U. & Shiu E.S.W. (1997). On optimal investment strategies. Rivista di matematica per le scienze economiche e sociali, 20(2), 133-151. Peer Reviewed

Gerber H.U. (1995). A Teacher's Remark on Exact Credibility. Astin Bulletin, 25(2), 189-192. Peer Reviewed

Gerber H. U. & Shiu E.S.W. (1994). From Perpetual Strangles to Russian Options. Insurance: Mathematics and Economics, 15, 121-126. Peer Reviewed

Gerber H.U. (1994). Martingales and tail probabilities. Astin Bulletin, 24, 145-146. Peer Reviewed

Gerber H.U. & Kaas R. (1994). Some Alternatives for the Individual Model. Insurance: Mathematics and Economics, 15, 127-132. Peer Reviewed

Gerber H.U. & Shiu E.S.W. (1994). Option pricing by Esscher transforms. Transactions of the Society of Actuaries, 46. [pdf]

Gerber H.U. & Shiu E.S.W. (1994). Martingale Approach to Pricing Perpetual American Options. Astin Bulletin, 24, 195-220. Peer Reviewed

Gerber H.U. & Shiu E.S.W. (1994). Pricing Financial Contracts with Indexed Homogeneous Payoff. Bulletin of the Swiss Association of Actuaries, 94, 143-166.

Dufresne F. & Gerber H.U. (1993). The Probability of Ruin for the Inverse Gaussian and Related Processes. Insurance: Mathematics and Economics, 12(1), 9-22. [url] [abstract] Peer Reviewed

Dufresne F. & Gerber H.U. (1993). The Probability of Ruin for the Inverse Gaussian and Related Processes. Insurance: Mathematics and Economics, 12(1), 9-22. [url] [abstract]

Gerber H. U. (1993). Ruin theory beyond chapter 12. Actuarial Research Clearing House, 1-4. [pdf]

Gerber H. U. & Shiu E. S. W. (1993). Option Pricing by Esscher Transforms. Proceedings of the 24th Astin Colloquium, Cambridge, 2, 305-344.

Gerber H. U. & Shiu E. S. W. (1993). Discussion of the paper "Valuing American options in a Path Simulation Model" by J.A. Tilley. Transactions of the Society of, 44, 524-534.

Gerber H. U. (1992). A survey of some results of classical ruin theory. Geld, Banken und Versicherungen, VVW Karlsruhe, 43-52.

Gerber H. U. (1992). On the probability of ruin for infinitely divisible claim amount. Insurance: Mathematics and Economics, 11(2), 163-166. [url]

Gerber H. U. (1992). From the generalized gamma to the generalized negative binomial distribution. Insurance: Mathematics and Economics, 10(4), 303-309. [url]

Dufresne F. & Gerber H. U. (1991). Rational ruin problems - a note for the teacher. Insurance: Mathematics and Economics, 10(1), 21-29. [url] [abstract]

Dufresne F. & Gerber H. U. (1991). Risk theory for the compound Poisson process that is perturbed by diffusion. Insurance: Mathematics and Economics, 10(1). [url] [abstract]

Dufresne F., Gerber H. U. & Shiu E. S. W. (1991). Risk theory with the gamma process. ASTIN Bulletin, 21(2), 177-192. [pdf] [abstract]

Dufresne F. & Gerber H.U. (1991). Risk theory for the compound Poisson process that is perturbed by diffusion. Insurance: Mathematics and Economics, 10(1). [url] [abstract]

Dufresne F. & Gerber H.U. (1991). Rational ruin problems? A note for the teacher. Insurance: Mathematics and Economics, 10(1), 21-29. [url] [abstract]

Dufresne F., Gerber H.U. & Shiu E.S.W. (1991). Risk theory with the gamma process. ASTIN Bulletin, 21(2), 177-192. [pdf] [abstract]

Gerber H.U. (1990). From the comvolution of uniform distributions to the probability of ruin. Bulletin of the Swiss Association of Actuaries, 283-292.

Gerber H.U. (1990). When does the surplus reach a given target?. Insurance: Mathematics and Economics, 9, 115-119.

Gerber H.U. (1990). Great expectations - Advanced problem 6576. American Mathematical Monthly, 97(10), 930-932.

Dufresne F. & Gerber H.U. (1989). Three methods to calculate the probability of ruin. ASTIN Bulletin, 19(1), 71-90. [pdf] [abstract]

Dufresne F. Gerber H.U. (1989). Three methods to calculate the probability of ruin. ASTIN Bulletin, 19(1), 71-90. [pdf] [abstract]

Dufresne F. & Gerber H.U. (1988). The probability and severity of ruin for combinations of exponential claim amount distributions and their translations. Insurance: Mathematics and Economics, 7(2), 75-80. [url] [abstract]

Dufresne F. & Gerber H.U. (1988). The surpluses immediately before and at ruin, and the amount of the claim causing ruin. Insurance: Mathematics and Economics, 7(3), 193-199. [url] [abstract]

Dufresne F. & Gerber H.U. (1988). The probability and severity of ruin for combinations of exponential claim amount distribution and their translations. Insurance: Mathematics and Economics, 7(2). [url] [abstract]

Dufresne F. Gerber H.U. (1988). The surpluses immediately before and at ruin, and the amount of the claim causing ruin. Insurance: Mathematics and Economics, 7(3), 193-199. [url] [abstract]

Gerber H.U. (1988). Mathematical fun with the compound binomial process. Astin Bulletin, 18(2), 161-168.

Gerber H.U. (1988). Bewertung des Risikos einer Pensionskasse. Münchner Blätter der Versicherungsmathematik, 1-26.

Gerber H.U. (1988). Mathematical fun with ruin theory. Insurance: Mathematics and Economics, 7, 15-23.

Gerber H.U. Shiu E.S.W. (1988). Non-uniqueness of option prices. Insurance: Mathematics and Economics, 7, 67-69.

Gerber H.U. (1987). Some moment inequalities and their applications. Transactions of the Society of Actuaries, 38, 75-104.

Gerber H.U. Goovaerts M.J. Kaas R. (1987). On the probability and severity of ruin. Astin Bulletin, 17(2), 151-163.

Gerber H.U. Valderrama Ospina A. (1987). A simple proof of Feller's characterization of the compound Poisson distribution. Insurance: Mathematics and Economics, 6, 63-64.

Gerber H.U. Heijnen B. (1986). On the small risk approximation. Insurance: Mathematics and Economics, 5, 151-157.

Chan F.Y. Gerber H.U. (1985). The reinsurer's monopoly and the Bowley solution. Astin Bulletin, 15(2), 141-148.

Deprez O. Gerber H.U. (1985). On convex principles of premium calculation. Insurance: Mathematics and Economics, 4, 179-189.

Gerber H.U. (1985). On additive principles of premium calculation. Insurance: Mathematics and Economics, 4, 249-251.

Gerber H.U. Schürger K. (1985). On the monotonicity of stop-loss premiums. Insurance: Mathematics and Economics, 4, 135.

Gerber H.U. (1984). Error bounds for the compound Poisson approximation. Insurance: Mathematics and Economics, 3, 191-194.

Gerber H.U. (1984). Equilibria in a proportional reinsurance market. Insurance: Mathematics and Economics, 3, 97-100.

Gerber H.U. (1984). Chains of reinsurance. Insurance: Mathematics and Economics, 3, 43-48.

Gerber H.U. (1984). Wronski's formula and the resultant of two polynomials. American Mathematical Monthly, 91(10), 644-646.

Gerber H.U. Seal H.L. (1984). Mixed Poisson processes and the probability of ruin. Insurance: Mathematis and Economics, 189-190.

Gerber H.U. (1983). A remark on the principle of zero utility. Astin Bulletin, 13(2), 133-134.

Gerber H.U. (1983). Verlustvortrag und Zufallswege. Bulletin of the Swiss Association of Actuaries, 125-127.

Gerber H.U. (1983). On the asymptotic behavior of the mixed Poisson process. Scandinavian Actuarial Journal, 256.

Gerber H.U. (1982). An unbayesed approach to credibility. Insurance: Mathematis and Economics, 1, 271-276.

Gerber H.U. (1982). Ruin theory in the linear model. Insurance: Mathematis and Economics, 1, 177-184.

Gerber H.U. (1982). Credibility und Ruintheorie. Mannheimer Vorträge zur Versicherungswissenschaft, 22, 1-18.

Gerber H.U. (1982). On the numerical evaluation of the dsitribution of aggregate claims and its stop-loss premiums. Insurance: Mathematis and Economics, 1, 13-18.

Gerber H.U. (1981). On the probability of ruin in an autoregressive model. Bulletin of the Swiss Association of Actuaries, 213-219.

Gerber H.U. (1981). The Esscher premium: a criticism. Astin Bulletin, 139-140.

Gerber H.U. (1981). Risk exchanges in closed and open systems. Cahiers du Centre d'études de recherche opératiuonnelle, Bruxelles, 23(3), 219-223.

Gerber H.U. (1981). On the probability of ruin in the presence of a linear dividend barrier. Scandinavian Actuarial Journal, 105-115.

Gerber H.U. Goovaerts M.J. (1981). On the representation of additive principles of premium calculation. Scandinavian Actuarial Journal, 221-227.

Gerber H.U. Goovaerts M.J. De Pril N. (1981). The Wiener process with drift between a linear retaining and an absorbing barrier. Journal of Computational and Applied Mathematics, 7(4), 267-269.

Gerber H.U. Li S.Y.R. (1981). The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain. Stochastic processes and their applications, 11, 101-108.

H.U. Gerber (1981). The Esscher premium principle: a criticism - comment. Astin Bulletin, 12(2).

Gerber H.U. (1980). A characterization of certain families of distributions via Esscher tranforms and independence. Journal of the American Statistical Association, 1015-1018.

Gerber H.U. (1980). Risk exchange induced by an external agent. Transactions of the Internatiomnal Congress of Actauries, 385-392.

Gerber H.U. (1980). Principles of premium calculation and reinsurance. Transactions of the Internatiomnal Congress of Actauries, 137-142.

Gerber H.U. (1980). Credibility for Esscher premiums. Bulletin of the Swiss Association of Actuaries, 307-312.

Gerber H.U. (1979). Einige zeitgemässe Probleme des Versicherungswesens in den Vereinigten Staaten. Revue Suisse d'Assurances, 47(12), 353-359.

Gerber H.U. (1979). A characteristic property of the Poisson distribution. The American Statistician, 33(2), 85-86.

Gerber H.U. Jones D.A. (1979). Näherungsformeln bei unterjähriger Zahlung. Bulletin of the Swiss Association of Actuaries, 147-150.

Bühlmann H. Gerber H.U. (1978). Risk bearing and the insurance market. Astin Bulletin, 10(1), 12-24.

Bühlmann H. Gerber H.U. (1978). General jump processes and time change - or, how to define stochastic operational time. Scandinavian Actuarial Journal, 102-107.

Gerber H.U. (1978). Pareto-optimal risk exchanges and related decision problems. Astin Bulletin, 10(1), 25-33.

Gerber H.U. Jones D.A. (1978). Applications of linear algebra in graduation and other disciplines of actuarial science. Actuarial Research Clearing House, 1-20.

Bühlmann H. Gagliardi B. Gerber H.U. Straub E. (1977). Some inequalities for stop-loss premiums. Astin Bulletin, 9(1), 75-83.

Gerber H.U. (1977). On optimal cancellation of policies. Astin Bulletin, 9(1), 125-138.

Gerber H.U. (1977). Uncertainty functions with a constant rate of reduction and comparison of experiments. Journal of the American Statistical Association, 72(360), 899-900.

Gerber H.U. (1977). On the computation of stop-loss premiums. Bulletin of the Swiss Association of Actuaries, 47-58.

Gerber H.U. Jones D.A. (1976). Some practical aspects in connection with the calculation of stop-loss premiums. Transactions of the Society of Actuaries, 28, 215-235.

Gerber H.U. Nesbitt C.J. (1976). Actuarial aspects of survival studies of Cystic Fibrosis patients. Transactions of the Internatiomnal Congress of Actauries, 625-636.

Gerber H.U. Virola R.A. (1976). On optimal decisions when the quality of a risk is unknown. Transactions of the Internatiomnal Congress of Actauries, 127-148.

H.U. Gerber (1976). A probabilistic model for (life) contingencies and a delta-free approach to contingency reserves. Transactions of the Society of Actuaries, 28, 127-148.

Gerber H.U. (1975). Credibility formulas of the updating type. Transactions of the Society of Actuaries, 27, 31-52.

Gerber H.U. (1975). A geometric proof of Borch's theorem. Bulletin of the Swiss Association of Actuaries, 183-187.

Gerber H.U. (1975). The surplus process as a fair game - utilitywise. Astin Bulletin, 8(3), 307-322.

Gerber H.U. Nesbitt C.J. Pogue R.E. Warwick W.W. (1975). Survival patterns in Cystic Fibrosis. Journal of Chronic Deseases, 28, 609-622.

Gerber H.U. (1974). On additive premium calculation principles. Astin Bulletin, 7(3), 215-222.

Gerber H.U. (1974). On iterative premium calculation principles. Bulletin of the Swiss Association of Actuaries, 163-172.

Gerber H.U. Dones D.A. (1974). Dividend formulas in group insurance. Transactions of the Society of Actuaries, 26, 77-93.

Gerber H.U. (1973). Martingales in risk theory. Bulletin of the Swiss Association of Actuaries, 205-216.

Gerber H.U. Jones D.A. (1973). Credibility formulas with geometric weights. American Statistical Association, Proceedings of the Business and Economic Section, 229-230.

Gerber H.U. Nesbitt C.J. (1973). Local and global kernels for a certain family of interpolation formulas. Actuarial Research Clearing House, 1-12.

Gerber H.U. (1972). Ein satz von Khintchin und die Varianz von unimodalen Verteilungen. Bulletin of the Swiss Association of Actuaries, 225-231.

Gerber H.U. (1972). Games of economic survival with discrete and continuous income processes. Operations Research, 20(1), 37-45.

Gerber H.U. (1971). The discounted central limit theorem and its Berry-Esséen analogue. Annals of Mathematical Statistics, 42(1), 389-392.

Gerber H.U. (1971). Der Einfluss von Zins auf die Ruinwahrscheinlichkeit. Bulletin of the Swiss Association of Actuaries, 63-70.

Gerber H.U. Keilson J. (1971). Some results for discrete unimodality. Journal of the American Statistical Association, 66(334), 386-389.

Gerber H.U. (1970). An extension of the renewal equation and its application in the collective theory of risk. Scandinavian Actuarial Journal, 205-210.

Gerber H.U. (1969). Entscheidungskriterien fuer den zusammengesetzten Poissonprozess. Bulletin of the Swiss Association of Actuaries, 1-47.

Gerber H.U. (1968). Abschaetzung der Ruinwahrscheinlichkeit mit den Methoden der Fluktuationstheorie fuer Zufallswege. Scandinavian Actuarial Journal, 171-173.

Books

Bowers N. L., Gerber H. U., James C. H., Donald A. J. & Cecil J. N. (1997). Actuarial Mathematics, second edition. Society of Actuaries.

Gerber H.U. & Exercises Contributed by Cox S.H. (1997). Life Insurance Mathematics, third edition. Springer-Verlag, Berlin-Heidelberg and Swiss Association of Actuaries, Zürich.

H.U. Gerber (1986). Lebensversicherungsmathematik. Springer, Berlin Heidelberg.

Hans U. Gerber (1979). An Introduction to Mathematical Risk Theory. Huebner.

Translation

H.U. Gerber (2007). Life Insurance Mathematics. Springer Tokyo.

Gerber H.U. (1996). Life Insurance Mathematics. Drustvo matematikov, fisikov in astronomov Slovenije.

Book Sections

Gerber H. U. & Shiu E. S. W. (2003). Economic Ideas of Bruno De Finetti in the Wiener Process Model. Metodi Statistici per la Finanza e le Assicurazioni (pp. 75-95). Frosini B.V.

Gerber H.U. (1986). Economic ideas in risk theory. Insurance and Risk Theory (Vol. 171). Nato ASI Series N0. C.

Gerber H.U. (1984). The impact of reinsurance on the insurar's risk. Premium calculation in insurance (Vol. 121, pp. 171-181). Nato ASI Series No. C.

In Proceedings

Embrechts P., Gerber H.U., Gisler A., Kohler M.T., Luthy H., Streit P. & Tobler H. (1995). Ausbildung und Anerkennung der Versicherungsmathematiker. Transactions of the 25th International Congress of Actuaries (pp. 165-180).

Gerber H.U., Michaud F & Shiu E.S.W. (1995). Pricing Russian Options with the Compound Poisson Process. Transactions of the 25th International Congress of Actuaries, 3 (pp. 243-263).

Gerber H.U. & Shiu E.S.W. (1995). Actuarial Approach to Option Pricing. Proceedings of the 5th AFIR International Colloquium, 1 (pp. 43-96).

Gerber H.U. (1987). Actuarial applications of utility functions. Actuarial Science. Reidel.

Thesis

Avanzi B., Gerber M. (Dir.) (2008). On optimal dividend strategies : review and dual model. Université de Lausanne, Faculté des hautes études commerciales.

Smith N., Gerber M. (Dir.) (2008). On optimal dividend strategies with deficit or incomplete information. Université de Lausanne, Faculté des hautes études commerciales. [abstract]

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