The following pages link to Hans U. Gerber (Q475677):
Displaying 50 items.
- A note on moments of dividends (Q475678) (← links)
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- The optimal dividend barrier in the gamma-omega model (Q635980) (← links)
- An elementary approach to discrete models of dividend strategies (Q659189) (← links)
- Obtaining the dividends-penalty identities by interpretation (Q661238) (← links)
- Risk theory for the compound Poisson process that is perturbed by diffusion (Q756904) (← links)
- Rational ruin problems - a note for the teacher (Q756905) (← links)
- Chains of reinsurance (Q789135) (← links)
- Mixed Poisson processes and the probability of ruin (Q794383) (← links)
- Error bounds for the compound Poisson approximation (Q794384) (← links)
- Equilibria in a proportional reinsurance market (Q796235) (← links)
- When does the surplus reach a given target? (Q808143) (← links)
- An actuarial approach to pricing barrier options (Q825309) (← links)
- Non-uniqueness of option prices (Q921793) (← links)
- Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357) (← links)
- Optimal dividends with incomplete information in the dual model (Q974808) (← links)
- Optimal dividends in the dual model (Q997089) (← links)
- On convex principles of premium calculation (Q1067339) (← links)
- On additive principles of zero utility (Q1069642) (← links)
- On the small risk approximation (Q1082024) (← links)
- The probability and severity of ruin for combinations of exponential claim amount distributions and their translations (Q1098534) (← links)
- Mathematical fun with ruin theory (Q1110974) (← links)
- The surpluses immediately before and at ruin, and the amount of the claim causing ruin (Q1121630) (← links)
- The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain (Q1147437) (← links)
- The Wiener process with drift between a linear retaining and an absorbing barrier (Q1155927) (← links)
- On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums (Q1162094) (← links)
- An unbayesed approach to credibility (Q1171858) (← links)
- From the generalized gamma to the generalized negative binomial distribution (Q1185321) (← links)
- On the probability of ruin for infinitely divisible claim amount distributions (Q1205684) (← links)
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
- From ruin theory to pricing reset guarantees and perpetual put options (Q1293806) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (Q1381464) (← links)
- Discounted probabilities and ruin theory in the compound binomial model (Q1584519) (← links)
- (Q1819843) (redirect page) (← links)
- A simple proof of Feller's characterization of the compound Poisson distributions (Q1819844) (← links)
- Ruin theory in the linear model (Q1836459) (← links)
- From perpetual strangles to Russian options (Q1892983) (← links)
- Some alternatives for the individual model (Q1892984) (← links)
- The Omega model: from bankruptcy to occupation times in the red (Q1936471) (← links)
- Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
- Equivalence principle and Jewell's inequality (Q2066796) (← links)
- The probability of ruin for the inverse Gaussian and related processes (Q2366048) (← links)
- Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
- An extension of Schütte's Klammersymbole (Q2528384) (← links)
- On optimal dividends: from reflection to refraction (Q2571216) (← links)
- (Q2801348) (← links)
- (Q2801359) (← links)
- (Q2801427) (← links)
- (Q2801428) (← links)
