| 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 | 2022-02-11 | Paper |
| “Asset Allocation with Hedge Funds on the Menu” Phelim Boyle and Sun Siang Liew, October 2007 | 2022-01-19 | Paper |
| “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren April 2008 | 2022-01-19 | Paper |
| Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Bangwon Ko, July 2006 | 2022-01-19 | Paper |
| Equivalence principle and Jewell's inequality | 2022-01-14 | Paper |
| Authors' Reply: On Optimal Dividend Strategies in the Compound Poisson Model, discussion by Eric C. K. Cheung | 2022-01-10 | Paper |
| Authors’ Reply: On the Merger of Two Companies - Discussion by Hansjörg Albrecher; Stefan Thonhauser | 2022-01-10 | Paper |
| On Optimal Dividend Strategies In The Compound Poisson Model | 2021-12-22 | Paper |
| On The Merger Of Two Companies | 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 | 2021-12-22 | Paper |
| “On The Expected Discounted Penalty function for Lévy Risk Processes”, José Garrido and Manuel Morales, October 2006 | 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) | 2021-12-18 | Paper |
| An elementary derivation of Hattendorff's theorem | 2021-12-17 | Paper |
| An actuarial approach to pricing barrier options | 2021-12-17 | Paper |
| Discussion on “A General Semi-Markov Model for Coupled Lifetimes,” by Min Ji and Rui Zhou, Volume 23(1) | 2020-12-13 | Paper |
| A constraint-free approach to optimal reinsurance | 2018-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801428 | 2016-04-07 | Paper |
| Geometric stopping of a random walk and its applications to valuing equity-linked death benefits | 2015-09-14 | Paper |
| Valuing equity-linked death benefits in jump diffusion models | 2014-06-23 | Paper |
| Valuing equity-linked death benefits and other contingent options: a discounted density approach | 2014-04-10 | Paper |
| The Omega model: from bankruptcy to occupation times in the red | 2013-02-05 | Paper |
| An elementary approach to discrete models of dividend strategies | 2012-02-10 | Paper |
| Pricing maturity guarantee with dynamic withdrawal benefit | 2012-02-10 | Paper |
| The optimal dividend barrier in the gamma-omega model | 2011-08-25 | Paper |
| Maximizing Dividends without Bankruptcy | 2009-06-15 | Paper |
| Methods for estimating the optimal dividend barrier and the probability of ruin | 2008-08-22 | Paper |
| Optimal dividends in the dual model | 2007-07-19 | Paper |
| “Application of Coherent Risk Measures to Capital Requirements in Insurance,” Philippe Artzner, April 1999 | 2006-01-13 | Paper |
| “Enterprise Risk and return Management for Financial Institutions,” Mark Griffin and Rick Boomgaardt, April 1999 | 2006-01-13 | Paper |
| Investing for Retirement | 2006-01-13 | Paper |
| “Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000 | 2006-01-13 | Paper |
| On the Time Value of Ruin | 2006-01-13 | Paper |
| Pricing Perpetual Options for Jump Processes | 2006-01-13 | Paper |
| Optimal Dividends | 2006-01-06 | Paper |
| The Time Value of Ruin in a Sparre Andersen Model | 2006-01-06 | Paper |
| Indicator Function and Hattendorff Theorem | 2006-01-05 | Paper |
| Pricing Lookback Options and Dynamic Guarantees | 2006-01-05 | Paper |
| Pricing Perpetual Fund Protection with Withdrawal Option | 2006-01-05 | Paper |
| Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends | 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 | 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 | 2006-01-05 | Paper |
| On optimal dividends: from reflection to refraction | 2005-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4659790 | 2005-03-21 | Paper |
| Discounted probabilities and ruin theory in the compound binomial model | 2001-02-18 | Paper |
| From ruin theory to pricing reset guarantees and perpetual put options | 2000-07-10 | Paper |
| MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS | 1999-05-26 | Paper |
| Actuarial bridges to dynamic hedging and option pricing | 1998-03-17 | Paper |
| The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin | 1998-03-17 | Paper |
| From perpetual strangles to Russian options | 1995-07-03 | Paper |
| Evaluation of the GIC rollover option | 1995-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4320690 | 1995-02-02 | Paper |
| On Redington's theory of immunization | 1990-01-01 | Paper |
| Ruin probability by operational calculus | 1989-01-01 | Paper |
| Non-uniqueness of option prices | 1988-01-01 | Paper |
| Calculation of the probability of eventual ruin by Beekman's convolution series | 1988-01-01 | Paper |
| Immunization of multiple liabilities | 1988-01-01 | Paper |
| Stochastic models for bond prices, function space integrals and immunization theory | 1988-01-01 | Paper |
| Matrix derivation of moving-weighted-average graduation formulas | 1987-01-01 | Paper |
| On the Fisher-Weil immunization theorem | 1987-01-01 | Paper |
| Convolution of uniform distributions and ruin probability | 1987-01-01 | Paper |
| Proofs of central-difference interpolation formulas | 1982-01-01 | Paper |
| Steffensen's poweroids | 1982-01-01 | Paper |
| Numerical ranges of products and tensor products | 1978-01-01 | Paper |
| Moments of two distributions in collective risk theory | 1977-01-01 | Paper |
| Growth of numerical ranges of powers of Hilbert space operators | 1976-01-01 | Paper |
| Commutators and numerical ranges of powers of operators | 1976-01-01 | Paper |
| Cyclically Monotone Linear Operators | 1976-01-01 | Paper |
