| Publication | Date of Publication | Type |
|---|
“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 |
“On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren April 2008
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 |
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 |
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 |
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 elementary derivation of Hattendorff's theorem
European Actuarial Journal | 2021-12-17 | 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 |
A constraint-free approach to optimal reinsurance
Scandinavian Actuarial Journal | 2018-12-14 | Paper |
Crossing time of annuities with exponential payment rates
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 |
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 |
Pricing maturity guarantee with dynamic withdrawal benefit
Insurance Mathematics & Economics | 2012-02-10 | Paper |
The optimal dividend barrier in the gamma-omega model
European Actuarial Journal | 2011-08-25 | Paper |
Maximizing Dividends without Bankruptcy
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 |
Pricing Perpetual Options for Jump Processes
North American Actuarial Journal | 2006-01-13 | Paper |
“Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000
North American Actuarial Journal | 2006-01-13 | Paper |
“Application of Coherent Risk Measures to Capital Requirements in Insurance,” Philippe Artzner, April 1999
North American Actuarial Journal | 2006-01-13 | Paper |
“Enterprise Risk and return Management for Financial Institutions,” Mark Griffin and Rick Boomgaardt, April 1999
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 |
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 |
| scientific article; zbMATH DE number 2148144 (Why is no real title available?) | 2005-03-21 | 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 |
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 |
From perpetual strangles to Russian options
Insurance Mathematics & Economics | 1995-07-03 | Paper |
Evaluation of the GIC rollover option
Insurance Mathematics & Economics | 1995-03-28 | Paper |
| scientific article; zbMATH DE number 718678 (Why is no real title available?) | 1995-02-02 | Paper |
On Redington's theory of immunization
Insurance Mathematics & Economics | 1990-01-01 | Paper |
Ruin probability by operational calculus
Insurance Mathematics & Economics | 1989-01-01 | Paper |
Calculation of the probability of eventual ruin by Beekman's convolution series
Insurance Mathematics & Economics | 1988-01-01 | Paper |
Immunization of multiple liabilities
Insurance Mathematics & Economics | 1988-01-01 | Paper |
Stochastic models for bond prices, function space integrals and immunization theory
Insurance Mathematics & Economics | 1988-01-01 | Paper |
Non-uniqueness of option prices
Insurance Mathematics & Economics | 1988-01-01 | Paper |
On the Fisher-Weil immunization theorem
Insurance Mathematics & Economics | 1987-01-01 | Paper |
Matrix derivation of moving-weighted-average graduation formulas
Insurance Mathematics & Economics | 1987-01-01 | Paper |
Convolution of uniform distributions and ruin probability
Scandinavian Actuarial Journal | 1987-01-01 | Paper |
Proofs of central-difference interpolation formulas
Journal of Approximation Theory | 1982-01-01 | Paper |
Steffensen's poweroids
Scandinavian Actuarial Journal | 1982-01-01 | Paper |
Numerical ranges of products and tensor products
Tôhoku Mathematical Journal. Second Series | 1978-01-01 | Paper |
Moments of two distributions in collective risk theory
Scandinavian Actuarial Journal | 1977-01-01 | Paper |
Growth of numerical ranges of powers of Hilbert space operators
Michigan Mathematical Journal | 1976-01-01 | Paper |
Commutators and numerical ranges of powers of operators
Pacific Journal of Mathematics | 1976-01-01 | Paper |
| Cyclically Monotone Linear Operators | 1976-01-01 | Paper |
