| Publication | Date of Publication | Type |
|---|
Uniform Distribution of Deaths, Fractional Independence, and Negative Payment-Frequency*
North American Actuarial Journal | 2025-07-25 | Paper |
“On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009
North American Actuarial Journal | 2022-02-11 | Paper |
“Asset Allocation with Hedge Funds on the Menu” Phelim Boyle and Sun Siang Liew, October 2007
North American Actuarial Journal | 2022-01-19 | Paper |
Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Bangwon Ko, July 2006
North American Actuarial Journal | 2022-01-19 | Paper |
Equivalence principle and Jewell's inequality
European Actuarial Journal | 2022-01-14 | Paper |
Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
North American Actuarial Journal | 2022-01-10 | Paper |
Authors' reply: ``On optimal dividend strategies in the compound Poisson model'', discussion by Eric C. K. Cheung
North American Actuarial Journal | 2022-01-10 | Paper |
Authors' reply: ``On the merger of two companies'' -- discussion by Hansjörg Albrecher and Stefan Thonhauser
North American Actuarial Journal | 2022-01-10 | Paper |
On optimal dividend strategies in the compound Poisson model
North American Actuarial Journal | 2021-12-22 | Paper |
Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
North American Actuarial Journal | 2021-12-22 | Paper |
Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Hansjörg Albrecher; Stefan Thonhauser; Bangwon Ko; Nathaniel Smith; Chuancun Yin; Xiaowen Zhou
North American Actuarial Journal | 2021-12-22 | Paper |
On the merger of two companies
North American Actuarial Journal | 2021-12-22 | Paper |
“On The Expected Discounted Penalty function for Lévy Risk Processes”, José Garrido and Manuel Morales, October 2006
North American Actuarial Journal | 2021-12-22 | Paper |
Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu
North American Actuarial Journal | 2021-12-22 | Paper |
Hans U. Gerber and Elias S. W. Shiu’s Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4)
North American Actuarial Journal | 2021-12-18 | Paper |
An actuarial approach to pricing barrier options
European Actuarial Journal | 2021-12-17 | Paper |
Discussion on “A General Semi-Markov Model for Coupled Lifetimes,” by Min Ji and Rui Zhou, Volume 23(1)
North American Actuarial Journal | 2020-12-13 | Paper |
Discussion on “Empirical Approach for Optimal Reinsurance Design,” by Ken Seng Tan and Chengguo Weng, Volume 18(2)
North American Actuarial Journal | 2019-05-28 | Paper |
A constraint-free approach to optimal reinsurance
Scandinavian Actuarial Journal | 2018-12-14 | Paper |
On the non-optiomality of proportional reinsurance according to the dividend criterion
Mitteilungen. Schweizerische Aktuarvereinigung (SAV) | 2016-04-07 | Paper |
Crossing time of annuities with exponential payment rates
Mitteilungen. Schweizerische Aktuarvereinigung (SAV) | 2016-04-07 | Paper |
Obituary in remembrance of William S. Jewell
Mitteilungen. Schweizerische Aktuarvereinigung (SAV) | 2016-04-07 | Paper |
In memoriam Erwin Straub
Mitteilungen. Schweizerische Aktuarvereinigung (SAV) | 2016-04-07 | Paper |
Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
Insurance Mathematics & Economics | 2015-09-14 | Paper |
A note on moments of dividends
Acta Mathematicae Applicatae Sinica. English Series | 2014-11-27 | Paper |
Valuing equity-linked death benefits in jump diffusion models
Insurance Mathematics & Economics | 2014-06-23 | Paper |
Valuing equity-linked death benefits and other contingent options: a discounted density approach
Insurance Mathematics & Economics | 2014-04-10 | Paper |
The Omega model: from bankruptcy to occupation times in the red
European Actuarial Journal | 2013-02-05 | Paper |
An elementary approach to discrete models of dividend strategies
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Obtaining the dividends-penalty identities by interpretation
Insurance Mathematics & Economics | 2012-02-10 | Paper |
The optimal dividend barrier in the gamma-omega model
European Actuarial Journal | 2011-08-25 | Paper |
A Direct Approach to the Discounted Penalty Function
North American Actuarial Journal | 2011-08-23 | Paper |
Optimal dividends with incomplete information in the dual model
Insurance Mathematics & Economics | 2010-06-08 | Paper |
| Performance participation at guaranteed interest | 2010-05-27 | Paper |
Optimal Dividends in the Dual Model with Diffusion
ASTIN Bulletin | 2009-06-25 | Paper |
Maximizing Dividends without Bankruptcy
ASTIN Bulletin | 2009-06-15 | Paper |
A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
ASTIN Bulletin | 2009-06-15 | Paper |
Methods for estimating the optimal dividend barrier and the probability of ruin
Insurance Mathematics & Economics | 2008-08-22 | Paper |
Optimal dividends in the dual model
Insurance Mathematics & Economics | 2007-07-19 | Paper |
Investing for Retirement
North American Actuarial Journal | 2006-01-13 | Paper |
On the Time Value of Ruin
North American Actuarial Journal | 2006-01-13 | Paper |
Utility Functions
North American Actuarial Journal | 2006-01-13 | Paper |
Pricing Perpetual Options for Jump Processes
North American Actuarial Journal | 2006-01-13 | Paper |
Pricing Dynamic Investment Fund Protection
North American Actuarial Journal | 2006-01-13 | Paper |
Skewness and Stock Option Prices
North American Actuarial Journal | 2006-01-13 | Paper |
The Time Value of Ruin in a Sparre Andersen Model
North American Actuarial Journal | 2006-01-06 | Paper |
Optimal Dividends
North American Actuarial Journal | 2006-01-06 | Paper |
“A Note on the Myers and Read Capital Allocation Formula” Stephen J. Mildenhall, April 2004
North American Actuarial Journal | 2006-01-06 | Paper |
Pricing Lookback Options and Dynamic Guarantees
North American Actuarial Journal | 2006-01-05 | Paper |
“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
North American Actuarial Journal | 2006-01-05 | Paper |
Pricing Perpetual Fund Protection with Withdrawal Option
North American Actuarial Journal | 2006-01-05 | Paper |
Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends
North American Actuarial Journal | 2006-01-05 | Paper |
“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
North American Actuarial Journal | 2006-01-05 | Paper |
Indicator Function and Hattendorff Theorem
North American Actuarial Journal | 2006-01-05 | Paper |
On optimal dividends: from reflection to refraction
Journal of Computational and Applied Mathematics | 2005-11-01 | Paper |
Discounted probabilities and ruin theory in the compound binomial model
Insurance Mathematics & Economics | 2001-02-18 | Paper |
From ruin theory to pricing reset guarantees and perpetual put options
Insurance Mathematics & Economics | 2000-07-10 | Paper |
On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
Insurance Mathematics & Economics | 1999-11-07 | Paper |
MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
Mathematical Finance | 1999-05-26 | Paper |
The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
Insurance Mathematics & Economics | 1998-03-17 | Paper |
Actuarial bridges to dynamic hedging and option pricing
Insurance Mathematics & Economics | 1998-03-17 | Paper |
| scientific article; zbMATH DE number 1001734 (Why is no real title available?) | 1997-04-21 | Paper |
| scientific article; zbMATH DE number 816365 (Why is no real title available?) | 1995-11-14 | Paper |
Some alternatives for the individual model
Insurance Mathematics & Economics | 1995-08-21 | Paper |
From perpetual strangles to Russian options
Insurance Mathematics & Economics | 1995-07-03 | Paper |
| scientific article; zbMATH DE number 718678 (Why is no real title available?) | 1995-02-02 | Paper |
The probability of ruin for the inverse Gaussian and related processes
Insurance Mathematics & Economics | 1993-06-29 | Paper |
On the probability of ruin for infinitely divisible claim amount distributions
Insurance Mathematics & Economics | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 107809 (Why is no real title available?) | 1993-01-23 | Paper |
From the generalized gamma to the generalized negative binomial distribution
Insurance Mathematics & Economics | 1992-06-28 | Paper |
Risk theory for the compound Poisson process that is perturbed by diffusion
Insurance Mathematics & Economics | 1991-01-01 | Paper |
Rational ruin problems - a note for the teacher
Insurance Mathematics & Economics | 1991-01-01 | Paper |
When does the surplus reach a given target?
Insurance Mathematics & Economics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4133362 (Why is no real title available?) | 1989-01-01 | Paper |
Mathematical fun with ruin theory
Insurance Mathematics & Economics | 1988-01-01 | Paper |
The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
Insurance Mathematics & Economics | 1988-01-01 | Paper |
The surpluses immediately before and at ruin, and the amount of the claim causing ruin
Insurance Mathematics & Economics | 1988-01-01 | Paper |
Non-uniqueness of option prices
Insurance Mathematics & Economics | 1988-01-01 | Paper |
A simple proof of Feller's characterization of the compound Poisson distributions
Insurance Mathematics & Economics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4032883 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3956289 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3980324 (Why is no real title available?) | 1986-01-01 | Paper |
On the small risk approximation
Insurance Mathematics & Economics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3892431 (Why is no real title available?) | 1985-01-01 | Paper |
On convex principles of premium calculation
Insurance Mathematics & Economics | 1985-01-01 | Paper |
On additive principles of zero utility
Insurance Mathematics & Economics | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3852272 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3934277 (Why is no real title available?) | 1984-01-01 | Paper |
Error bounds for the compound Poisson approximation
Insurance Mathematics & Economics | 1984-01-01 | Paper |
Chains of reinsurance
Insurance Mathematics & Economics | 1984-01-01 | Paper |
Equilibria in a proportional reinsurance market
Insurance Mathematics & Economics | 1984-01-01 | Paper |
Mixed Poisson processes and the probability of ruin
Insurance Mathematics & Economics | 1984-01-01 | Paper |
Wronski's Formula and the Resultant of Two Polynomials
The American Mathematical Monthly | 1984-01-01 | Paper |
Ruin theory in the linear model
Insurance Mathematics & Economics | 1982-01-01 | Paper |
On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
Insurance Mathematics & Economics | 1982-01-01 | Paper |
An unbayesed approach to credibility
Insurance Mathematics & Economics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3757571 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3822977 (Why is no real title available?) | 1981-01-01 | Paper |
On the probability of ruin in the presence of a linear dividend barrier
Scandinavian Actuarial Journal | 1981-01-01 | Paper |
The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain
Stochastic Processes and their Applications | 1981-01-01 | Paper |
On the representation of additive principles of premium calculation
Scandinavian Actuarial Journal | 1981-01-01 | Paper |
The Wiener process with drift between a linear retaining and an absorbing barrier
Journal of Computational and Applied Mathematics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3698269 (Why is no real title available?) | 1980-01-01 | Paper |
A Characterization of Certain Families of Distributions Via Essche Transforms and Independence
Journal of the American Statistical Association | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3671542 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3644378 (Why is no real title available?) | 1979-01-01 | Paper |
General jump process and time change — or, how to define stochastic operational time
Scandinavian Actuarial Journal | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3592852 (Why is no real title available?) | 1977-01-01 | Paper |
Uncertainty Functions with a Constant Rate of Reduction and Comparison of Experiments
Journal of the American Statistical Association | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3522959 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3584837 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3502670 (Why is no real title available?) | 1974-01-01 | Paper |
The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
Scandinavian Actuarial Journal | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3438165 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3386727 (Why is no real title available?) | 1972-01-01 | Paper |
Games of Economic Survival with Discrete- and Continuous-Income Processes
Operations Research | 1972-01-01 | Paper |
| Some Results for Discrete Unimodality | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3345319 (Why is no real title available?) | 1971-01-01 | Paper |
The Discounted Central Limit Theorem and its Berry-Esseen Analogue
Annals of Mathematical Statistics | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3364606 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3325564 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3307211 (Why is no real title available?) | 1969-01-01 | Paper |
| scientific article; zbMATH DE number 3296959 (Why is no real title available?) | 1969-01-01 | Paper |
An extension of Schütte's Klammersymbole
Mathematische Annalen | 1967-01-01 | Paper |
First One Hundred Zeros of J 0 (x) Accurate to 19 Significant Figures
Mathematics of Computation | 1964-01-01 | Paper |
