Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang A constraint-free approach to optimal reinsurance. (English) Zbl 1418.91238 Scand. Actuar. J. 2019, No. 1, 62-79 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Scand. Actuar. J. 2019, No. 1, 62--79 (2019; Zbl 1418.91238) Full Text: DOI
Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W. Discounted probabilities and ruin theory in the compound binomial model. (English) Zbl 1013.91063 Insur. Math. Econ. 26, No. 2-3, 239-250 (2000). Reviewer: Alexandra Rodkina (Mona, Kingston) MSC: 91B30 PDFBibTeX XMLCite \textit{S. Cheng} et al., Insur. Math. Econ. 26, No. 2--3, 239--250 (2000; Zbl 1013.91063) Full Text: DOI
Shiu, Elias S. W. On Redington’s theory of immunization. (English) Zbl 0721.62104 Insur. Math. Econ. 9, No. 2-3, 171-175 (1990). MSC: 62P05 PDFBibTeX XMLCite \textit{E. S. W. Shiu}, Insur. Math. Econ. 9, No. 2--3, 171--175 (1990; Zbl 0721.62104) Full Text: DOI
Shiu, Elias S. W. Immunization of multiple liabilities. (English) Zbl 0666.62101 Insur. Math. Econ. 7, No. 4, 219-224 (1988). MSC: 62P05 91B28 90C90 PDFBibTeX XMLCite \textit{E. S. W. Shiu}, Insur. Math. Econ. 7, No. 4, 219--224 (1988; Zbl 0666.62101) Full Text: DOI