Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang Geometric stopping of a random walk and its applications to valuing equity-linked death benefits. (English) Zbl 1348.91269 Insur. Math. Econ. 64, 313-325 (2015). MSC: 91G20 91B30 62P05 60G40 60G50 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Insur. Math. Econ. 64, 313--325 (2015; Zbl 1348.91269) Full Text: DOI Link
Gerber, Hans U.; Shiu, Elias S. W. On optimal dividends: from reflection to refraction. (English) Zbl 1089.91023 J. Comput. Appl. Math. 186, No. 1, 4-22 (2006). Reviewer: Qin Lu (Easton) MSC: 91G50 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, J. Comput. Appl. Math. 186, No. 1, 4--22 (2006; Zbl 1089.91023) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Optimal dividends: analysis with Brownian motion. (English) Zbl 1085.62122 N. Am. Actuar. J. 8, No. 1, 1-20 (2004). MSC: 62P05 60J70 91G50 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 8, No. 1, 1--20 (2004; Zbl 1085.62122) Full Text: DOI