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Hans-Ulrich Gerber
Hans-Ulrich Gerber
Department of Actuarial Science, Faculty of Business and Economics (HEC), University of Lausanne
Verified email at unil.ch
Title
Cited by
Cited by
Year
Actuarial Mathematics
NL Bowers, HU Gerber, J Hickman, DE Jones, C Nesbitt
Society of Actuaries, 1986
3299*1986
An introduction to mathematical risk theory
HU Gerber
Huebner Foundation, 1979
17291979
On the time value of ruin
HU Gerber, ESW Shiu
North American Actuarial Journal 2 (1), 48-72, 1998
11561998
Option pricing by Esscher transforms
HU Gerber, ESW Shiu
Transactions of the Society of Actuaries 46, 99-191, 1994
1130*1994
Life Insurance Mathematics
HU Gerber
Springer Berlin Heidelberg, 1997
922*1997
Risk theory for the compound Poisson process that is perturbed by diffusion
F Dufresne, HU Gerber
Insurance: mathematics and economics 10 (1), 51-59, 1991
5471991
Optimal dividends: analysis with Brownian motion
HU Gerber, ESW Shiu
North American Actuarial Journal 8 (1), 1-20, 2004
3792004
The time value of ruin in a Sparre Andersen model
HU Gerber, ESW Shiu
North American Actuarial Journal 9 (2), 49-69, 2005
3502005
The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
HU Gerber, ESW Shiu
Insurance: Mathematics and Economics 21 (2), 129-137, 1997
3451997
Financial Economics: With Applications to Investments, Insurance, and Pensions
HH Panjer, D Dufresne, HU Gerber, HH Mueller, HW Pedersen, SR Pliska, ...
Actuarial Foundation, 1998
3351998
On optimal dividend strategies in the compound Poisson model
HU Gerber, ESW Shiu
North American Actuarial Journal 10 (2), 76-93, 2006
3192006
Mathematical fun with the compound binomial process
HU Gerber
ASTIN Bulletin: The Journal of the IAA 18 (2), 161-168, 1988
3031988
On the probability and severity of ruin
HU Gerber, MJ Goovaerts, R Kaas
ASTIN Bulletin: The Journal of the IAA 17 (2), 151-163, 1987
2781987
Utility functions: from risk theory to finance
HU Gerber, G Pafumi
North American Actuarial Journal 2 (3), 74-91, 1998
2681998
On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
HU Gerber, B Landry
Insurance: Mathematics and Economics 22 (3), 263-276, 1998
2631998
Actuarial bridges to dynamic hedging and option pricing
HU Gerber, ESW Shiu
Insurance: Mathematics and Economics 18 (3), 183-218, 1996
2561996
On convex principles of premium calculation
O Deprez, HU Gerber
Insurance: Mathematics and Economics 4 (3), 179-189, 1985
2551985
Some results for discrete unimodality
J Keilson, H Gerber
Journal of the American Statistical Association 66 (334), 386-389, 1971
2551971
Optimal dividends in the dual model
B Avanzi, HU Gerber, ESW Shiu
Insurance: Mathematics and Economics 41 (1), 111-123, 2007
2322007
Entscheidungskriterien für den zusammengesetzten Poisson-Prozess
HU Gerber
ETH Zurich, 1969
2241969
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