Edit Profile (opens in new tab) Gerber, Hans U. Co-Author Distance Author ID: gerber.hans-u Published as: Gerber, Hans U.; Gerber, H. U.; Gerber, H.; Gerber, Hans more...less Documents Indexed: 124 Publications since 1964, including 6 Books 2 Contributions as Editor · 1 Further Contribution Co-Authors: 31 Co-Authors with 80 Joint Publications 756 Co-Co-Authors all top 5 Co-Authors 46 single-authored 45 Shiu, Elias S. W. 13 Yang, Hailiang 5 Dufresne, François 4 Albrecher, Hansjörg 4 Goovaerts, Marc J. 3 Jones, Donald A. 3 Smith, Nathaniel J. 2 Avanzi, Benjamin 2 Cai, Jun 2 Deprez, Olivier 2 Kaas, Rob 2 Landry, Bruno 2 Pafumi, Gérard 1 Beekman, John A. 1 Bowers, Newton L. jun. 1 Boyle, Phelim P. 1 Bühlmann, Hans 1 Cheng, Shixue 1 De Pril, Nelson 1 Furrer, Christian 1 Haezendonck, Jean 1 Heijnen, Bart 1 Hickman, James Charles 1 Hogg, Robert V. 1 Keilson, Julian 1 Leung, Bartholomew P. K. 1 Li, Shuo-Yen Robert 1 Lin, X. Sheldon 1 Luckner, Warren 1 Mammitzsch, Volker 1 Nesbitt, Cecil J. 1 Schürger, Klaus 1 Seal, Hilary L. 1 Valderrama Ospina, A. 1 Yang, Jun all top 5 Serials 37 Insurance Mathematics & Economics 32 North American Actuarial Journal 10 Mitteilungen. Vereinigung Schweizerischer Versicherungsmathematiker (VSV) 5 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 4 Scandinavian Actuarial Journal 4 European Actuarial Journal 3 Journal of the American Statistical Association 3 ASTIN Bulletin 2 Journal of Computational and Applied Mathematics 2 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) 2 Skandinavisk Aktuarietidskrift 1 American Mathematical Monthly 1 Mathematics of Computation 1 Cahiers du Centre d’Études de Recherche Opérationnelle 1 Mathematische Annalen 1 Operations Research 1 Acta Mathematicae Applicatae Sinica. English Series 1 Stochastic Processes and their Applications 1 Mathematical Finance 1 Scandinavian Actuarial Journal 1 Annals of Mathematical Statistics all top 5 Fields 63 Statistics (62-XX) 63 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 46 Probability theory and stochastic processes (60-XX) 3 History and biography (01-XX) 2 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 107 Publications have been cited 3,920 times in 2,295 Documents Cited by ▼ Year ▼ On the time value of ruin. With discussion and a reply by the authors. Zbl 1081.60550 Gerber, Hans U.; Shiu, Elias S. W. 419 1998 An introduction to mathematical risk theory. Zbl 0431.62066 Gerber, Hans U. 400 1979 Actuarial mathematics. Zbl 0634.62107 Bowers, Newton L. jun.; Gerber, Hans U.; Hickman, James C.; Jones, Donald A.; Nesbitt, Cecil J. 285 1986 Risk theory for the compound Poisson process that is perturbed by diffusion. Zbl 0723.62065 Dufresne, François; Gerber, Hans U. 173 1991 Optimal dividends: analysis with Brownian motion. Zbl 1085.62122 Gerber, Hans U.; Shiu, Elias S. W. 164 2004 The time value of ruin in a Sparre Andersen model. With discussion and a reply by the authors. Zbl 1085.62508 Gerber, Hans U.; Shiu, Elias S. W. 150 2005 The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. Zbl 0894.90047 Gerber, Hans U.; Shiu, Elias S. W. 115 1997 On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. Zbl 0924.60075 Gerber, Hans U.; Landry, Bruno 105 1998 Optimal dividends in the dual model. Zbl 1131.91026 Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 104 2007 On convex principles of premium calculation. Zbl 0579.62090 Deprez, Olivier; Gerber, Hans U. 94 1985 Entscheidungskriterien für den zusammengesetzten Poisson-Prozeß. Zbl 0193.20501 Gerber, H. U. 82 1969 On optimal dividend strategies in the compound Poisson model. Zbl 1479.91323 Gerber, Hans U.; Shiu, Elias S. W. 81 2006 An extension of the renewal equation and its application in the collective theory of risk. Zbl 0229.60062 Gerber, Hans U. 77 1970 Some results for discrete unimodality. Zbl 0236.60017 Keilson, J.; Gerber, H. 73 1971 Games of economic survival with discrete- and continuous-income processes. Zbl 0236.90079 Gerber, Hans U. 71 1972 Actuarial bridges to dynamic hedging and option pricing. Zbl 0896.62112 Gerber, Hans U.; Shiu, Elias S. W. 61 1996 The surpluses immediately before and at ruin, and the amount of the claim causing ruin. Zbl 0674.62072 Dufresne, François; Gerber, Hans U. 60 1988 Optimal dividends in the dual model with diffusion. Zbl 1274.91463 Avanzi, Benjamin; Gerber, Hans U. 59 2008 Discounted probabilities and ruin theory in the compound binomial model. Zbl 1013.91063 Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W. 58 2000 A note on the dividends-penalty identity and the optimal dividend barrier. Zbl 1162.91374 Gerber, Hans U.; Lin, X. Sheldon; Yang, Hailiang 56 2006 When does the surplus reach a given target? Zbl 0731.62153 Gerber, Hans U. 53 1990 The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062 Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. 53 2011 On optimal dividends: from reflection to refraction. Zbl 1089.91023 Gerber, Hans U.; Shiu, Elias S. W. 46 2006 Utility functions: from risk theory to finance. With discussion and a reply by the authors. Zbl 1081.91511 Gerber, Hans U.; Pafumi, Gérard 43 1998 On the probability of ruin in the presence of a linear dividend barrier. Zbl 0455.62086 Gerber, Hans U. 37 1981 Valuing equity-linked death benefits and other contingent options: a discounted density approach. Zbl 1284.91233 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 35 2012 Error bounds for the compound Poisson approximation. Zbl 0541.62097 Gerber, Hans U. 33 1984 Martingale approach to pricing perpetual American options on two stocks. Zbl 0919.90009 Gerber, Hans U.; Shiu, Elias S. W. 32 1996 Martingales in risk theory. Zbl 0278.60047 Gerber, Hans U. 32 1973 Mathematical fun with ruin theory. Zbl 0657.62121 Gerber, Hans U. 31 1988 The probability and severity of ruin for combinations of exponential claim amount distributions and their translations. Zbl 0637.62101 Dufresne, François; Gerber, Hans U. 31 1988 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 30 2012 Valuing equity-linked death benefits in jump diffusion models. Zbl 1290.91162 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 30 2013 From ruin theory to pricing reset guarantees and perpetual put options. Zbl 0939.91065 Gerber, Hans U.; Shiu, Elias S. W. 27 1999 The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain. Zbl 0449.60050 Gerber, Hans U.; Li, Shuo-Yen Robert 27 1981 Der Einfluß von Zins auf die Ruinwahrscheinlichkeit. Zbl 0217.26804 Gerber, H. 26 1971 Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308 Cai, Jun; Gerber, Hans U.; Yang, Hailiang 26 2006 Geometric Brownian motion models for assets and liabilities: from pension funding to optimal dividends. With discussion by X. Sheldon Lin, Marc Decamps and Marc Goovaerts and a reply by the authors. Zbl 1084.91517 Gerber, Hans U.; Shiu, Elias S. W. 26 2003 Ruin theory in the linear model. Zbl 0505.62086 Gerber, Hans U. 26 1982 Pricing perpetual options for jump processes. With discussion by X. Sheldon Lin and Xiaolan Zhang and a reply by the authors. Zbl 1081.91528 Gerber, Hans U.; Shiu, Elias S. W. 25 1998 The discounted central limit theorem and its Berry-Esséen analogue. Zbl 0224.60012 Gerber, Hans U. 24 1971 Maximizing dividends without bankruptcy. Zbl 1162.91375 Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 24 2006 Pricing dynamic investment fund protection (With discussion by Terence Chan, François-Serge Lhabitant and Svein-Arne Persson and a reply by the authors). Zbl 1083.91516 Gerber, Hans U.; Pafumi, Gérard 24 2000 Methods for estimating the optimal dividend barrier and the probability of ruin. Zbl 1141.91513 Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 23 2008 Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. Zbl 1084.91507 Gerber, Hans U.; Shiu, Elias S. W. 23 2003 Pricing perpetual fund protection with withdrawal option (With discussion and a reply by the authors). Zbl 1084.60512 Gerber, Hans U.; Shiu, Elias S. W. 23 2003 Absolute ruin probabilities in a jump diffusion risk model with investment. Zbl 1480.91208 Gerber, Hans U.; Yang, Hailiang 22 2007 A direct approach to the discounted penalty function. Zbl 1219.91063 Albrecher, Hansjörg; Gerber, Hans U.; Yang, Hailiang 22 2010 On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums. Zbl 0479.62076 Gerber, Hans U. 21 1982 Optimal dividends with incomplete information in the dual model. Zbl 1189.91074 Gerber, Hans U.; Smith, Nathaniel 21 2008 The dilemma between dividends and safety and a generalization of the Lundberg-Cramer formulas. Zbl 0281.62097 Gerber, Hans 20 1974 Credibility for Esscher premiums. Zbl 0446.62110 Gerber, Hans U. 18 1980 Life insurance mathematics. With exercises contributed by Samuel H. Cox. Transl. from the German by W. Neuhaus. 3rd ed. Zbl 0869.62072 Gerber, Hans U. 17 1997 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60545 Gerber, Hans U.; Shiu, Elias S. W. 16 2003 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60546 Gerber, Hans U.; Shiu, Elias S. W. 16 2003 The probability of ruin for the inverse Gaussian and related processes. Zbl 0768.62097 Dufresne, F.; Gerber, H. U. 15 1993 On iterative Premium calculation principles. Zbl 0321.62105 Gerber, Hans U. 15 1974 On the representation of additive principles of premium calculation. Zbl 0484.62109 Gerber, Hans U.; Goovaerts, Marc J. 14 1981 Investing for retirement: optimal capital growth and dynamic asset allocation. With discussion by Phelim P. Boyle and Gérard Pafumi and a reply by the authors. Zbl 1083.91517 Gerber, Hans U.; Shiu, Elias S. W. 13 2000 From the generalized gamma to the generalized negative binomial distribution. Zbl 0743.62014 Gerber, Hans U. 13 1992 An elementary approach to discrete models of dividend strategies. Zbl 1231.91433 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 12 2010 On additive principles of zero utility. Zbl 0584.62172 Gerber, Hans U. 11 1985 An extension of Schütte’s Klammersymbole. Zbl 0162.01901 Gerber, H. 11 1967 Life insurance mathematics. Transl. from the German by W. Neuhaus. Zbl 0754.62081 Gerber, Hans U. 11 1990 Chains of reinsurance. Zbl 0532.62083 Gerber, Hans U. 10 1984 Geometric stopping of a random walk and its applications to valuing equity-linked death benefits. Zbl 1348.91269 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 9 2015 On the merger of two companies. Zbl 1480.91306 Gerber, Hans U.; Shiu, Elias S. W. 8 2006 Credibility formulas of the updating type. Zbl 0334.60053 Gerber, Hans U.; Jones, Donald A. 6 1975 Life insurance mathematics. With exercises contrib. by Samuel H. Cox. Transl. from the German by W. Neuhaus. 2nd, exp. ed. Zbl 0881.62108 Gerber, Hans U. 6 1995 On the probability of ruin for infinitely divisible claim amount distributions. Zbl 0781.62162 Gerber, Hans U. 5 1992 A note on moments of dividends. Zbl 1299.91052 Albrecher, Hansjörg; Gerber, Hans U. 5 2011 A constraint-free approach to optimal reinsurance. Zbl 1418.91238 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 5 2019 On the probability of ruin in an autoregressive model. Zbl 0482.62091 Gerber, Hans U. 5 1981 “Asset allocation with hedge funds on the menu”, Phelim Boyle and Sun Siang Liew, October 2007. Zbl 1481.91194 Gerber, Hans U.; Shiu, Elias S. W. 4 2008 First one hundred zeros of \(J_ 0(x)\) accurate to 19 significant figures. Zbl 0126.13406 Gerber, H. 4 1964 Equilibria in a proportional reinsurance market. Zbl 0543.62088 Gerber, Hans U. 4 1984 Rational ruin problems - a note for the teacher. Zbl 0723.62066 Dufresne, François; Gerber, Hans U. 4 1991 The Wiener process with drift between a linear retaining and an absorbing barrier. Zbl 0467.60074 Gerber, Hans U.; Goovaerts, Marc; De Pril, Nelson 4 1981 Pricing financial contracts with indexed homogeneous payoff. Zbl 0816.90012 Gerber, Hans U.; Shiu, Elias S. W. 3 1994 General jump process and time change - or, how to define stochastic operational time. Zbl 0382.60090 Bühlmann, Hans; Gerber, Hans U. 3 1978 A characterization of certain families of distributions via Esscher transforms and independence. Zbl 0448.62007 Gerber, Hans U. 3 1980 Brouwer’s bar theorem and a system of ordinal notations. Zbl 0205.01103 Gerber, H. 3 1970 Some alternatives for the individual model. Zbl 0818.62092 Kaas, R.; Gerber, H. U. 3 1994 A simple proof of Feller’s characterization of the compound Poisson distributions. Zbl 0614.62010 Valderrama Ospina, A.; Gerber, H. U. 3 1987 Authors’ reply: “On optimal dividend strategies in the compound Poisson model”. Zbl 1480.91206 Gerber, Hans U.; Shiu, Elias S. W. 3 2006 Obtaining the dividends-penalty identities by interpretation. Zbl 1231.91487 Gerber, Hans U.; Yang, Hailiang 3 2010 An unbayesed approach to credibility. Zbl 0499.62091 Gerber, Hans U. 3 1982 On the computation of stop-loss premiums. Zbl 0381.62090 Gerber, Hans U. 2 1977 Lebensversicherungsmathematik. Zbl 0594.62111 Gerber, Hans U. 2 1986 On the monotonicity of stop-loss premiums. Zbl 0559.62085 Gerber, Hans U.; Schuerger, Klaus 2 1985 Authors’ reply to: “Comment to: ‘Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest’ ”. Zbl 1479.91309 Cai, Jun; Gerber, Hans U.; Yang, Hailiang 2 2006 Crossing time of annuities with exponential payment rates. Zbl 1333.91027 Gerber, H. U.; Shiu, E. S. W.; Yang, H. 2 2009 Indicator function and Hattendorff theorem. Zbl 1084.62529 Gerber, Hans U.; Leung, Bartholomew P. K.; Shiu, Elias S. W. 2 2003 Wronski’s formula and the resultant of two polynomials. Zbl 0569.15003 Gerber, Hans U. 2 1984 The impact of reinsurance on the insurer’s risk. Zbl 0536.62086 Gerber, Hans U. 2 1984 Non-uniqueness of option prices. Zbl 0709.62504 Gerber, Hans U.; Shiu, Elias S. W. 2 1988 A geometric proof of Borch’s theorem. Zbl 0375.62097 Gerber, Hans U. 1 1975 Ein Satz von Khintchin und die Varianz von unimodalen Verteilungen. Zbl 0244.62014 Gerber, Hans U. 1 1972 From perpetual strangles to Russian options. Zbl 0822.60042 Gerber, Hans U.; Shiu, Elias S. W. 1 1994 Authors’ reply: “On optimal dividend strategies in the compound Poisson model”, discussion by Eric C. K. Cheung. Zbl 1480.91242 Shiu, Elias S. W.; Gerber, Hans U. 1 2007 Discussion on: “A general semi-Markov model for coupled lifetimes”. Zbl 1454.91187 Gerber, Hans U.; Shiu, Elias S. W. 1 2020 A constraint-free approach to optimal reinsurance. Zbl 1418.91238 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 5 2019 Geometric stopping of a random walk and its applications to valuing equity-linked death benefits. Zbl 1348.91269 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 9 2015 Valuing equity-linked death benefits in jump diffusion models. Zbl 1290.91162 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 30 2013 Valuing equity-linked death benefits and other contingent options: a discounted density approach. Zbl 1284.91233 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 35 2012 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 30 2012 The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062 Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. 53 2011 A note on moments of dividends. Zbl 1299.91052 Albrecher, Hansjörg; Gerber, Hans U. 5 2011 A direct approach to the discounted penalty function. Zbl 1219.91063 Albrecher, Hansjörg; Gerber, Hans U.; Yang, Hailiang 22 2010 An elementary approach to discrete models of dividend strategies. Zbl 1231.91433 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 12 2010 Obtaining the dividends-penalty identities by interpretation. Zbl 1231.91487 Gerber, Hans U.; Yang, Hailiang 3 2010 Crossing time of annuities with exponential payment rates. Zbl 1333.91027 Gerber, H. U.; Shiu, E. S. W.; Yang, H. 2 2009 Discussion on “On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model”. Zbl 1483.91195 Gerber, Hans U.; Shiu, Elias S. W. 1 2009 On the non-optiomality of proportional reinsurance according to the dividend criterion. Zbl 1333.91016 Albrecher, Hansjörg; Gerber, Hans U. 1 2009 Optimal dividends in the dual model with diffusion. Zbl 1274.91463 Avanzi, Benjamin; Gerber, Hans U. 59 2008 Methods for estimating the optimal dividend barrier and the probability of ruin. Zbl 1141.91513 Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 23 2008 Optimal dividends with incomplete information in the dual model. Zbl 1189.91074 Gerber, Hans U.; Smith, Nathaniel 21 2008 “Asset allocation with hedge funds on the menu”, Phelim Boyle and Sun Siang Liew, October 2007. Zbl 1481.91194 Gerber, Hans U.; Shiu, Elias S. W. 4 2008 Optimal dividends in the dual model. Zbl 1131.91026 Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 104 2007 Absolute ruin probabilities in a jump diffusion risk model with investment. Zbl 1480.91208 Gerber, Hans U.; Yang, Hailiang 22 2007 Authors’ reply: “On optimal dividend strategies in the compound Poisson model”, discussion by Eric C. K. Cheung. Zbl 1480.91242 Shiu, Elias S. W.; Gerber, Hans U. 1 2007 On optimal dividend strategies in the compound Poisson model. Zbl 1479.91323 Gerber, Hans U.; Shiu, Elias S. W. 81 2006 A note on the dividends-penalty identity and the optimal dividend barrier. Zbl 1162.91374 Gerber, Hans U.; Lin, X. Sheldon; Yang, Hailiang 56 2006 On optimal dividends: from reflection to refraction. Zbl 1089.91023 Gerber, Hans U.; Shiu, Elias S. W. 46 2006 Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308 Cai, Jun; Gerber, Hans U.; Yang, Hailiang 26 2006 Maximizing dividends without bankruptcy. Zbl 1162.91375 Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 24 2006 On the merger of two companies. Zbl 1480.91306 Gerber, Hans U.; Shiu, Elias S. W. 8 2006 Authors’ reply: “On optimal dividend strategies in the compound Poisson model”. Zbl 1480.91206 Gerber, Hans U.; Shiu, Elias S. W. 3 2006 Authors’ reply to: “Comment to: ‘Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest’ ”. Zbl 1479.91309 Cai, Jun; Gerber, Hans U.; Yang, Hailiang 2 2006 The time value of ruin in a Sparre Andersen model. With discussion and a reply by the authors. Zbl 1085.62508 Gerber, Hans U.; Shiu, Elias S. W. 150 2005 Optimal dividends: analysis with Brownian motion. Zbl 1085.62122 Gerber, Hans U.; Shiu, Elias S. W. 164 2004 Geometric Brownian motion models for assets and liabilities: from pension funding to optimal dividends. With discussion by X. Sheldon Lin, Marc Decamps and Marc Goovaerts and a reply by the authors. Zbl 1084.91517 Gerber, Hans U.; Shiu, Elias S. W. 26 2003 Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. Zbl 1084.91507 Gerber, Hans U.; Shiu, Elias S. W. 23 2003 Pricing perpetual fund protection with withdrawal option (With discussion and a reply by the authors). Zbl 1084.60512 Gerber, Hans U.; Shiu, Elias S. W. 23 2003 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60545 Gerber, Hans U.; Shiu, Elias S. W. 16 2003 “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60546 Gerber, Hans U.; Shiu, Elias S. W. 16 2003 Indicator function and Hattendorff theorem. Zbl 1084.62529 Gerber, Hans U.; Leung, Bartholomew P. K.; Shiu, Elias S. W. 2 2003 Discounted probabilities and ruin theory in the compound binomial model. Zbl 1013.91063 Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W. 58 2000 Pricing dynamic investment fund protection (With discussion by Terence Chan, François-Serge Lhabitant and Svein-Arne Persson and a reply by the authors). Zbl 1083.91516 Gerber, Hans U.; Pafumi, Gérard 24 2000 Investing for retirement: optimal capital growth and dynamic asset allocation. With discussion by Phelim P. Boyle and Gérard Pafumi and a reply by the authors. Zbl 1083.91517 Gerber, Hans U.; Shiu, Elias S. W. 13 2000 From ruin theory to pricing reset guarantees and perpetual put options. Zbl 0939.91065 Gerber, Hans U.; Shiu, Elias S. W. 27 1999 On the time value of ruin. With discussion and a reply by the authors. Zbl 1081.60550 Gerber, Hans U.; Shiu, Elias S. W. 419 1998 On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. Zbl 0924.60075 Gerber, Hans U.; Landry, Bruno 105 1998 Utility functions: from risk theory to finance. With discussion and a reply by the authors. Zbl 1081.91511 Gerber, Hans U.; Pafumi, Gérard 43 1998 Pricing perpetual options for jump processes. With discussion by X. Sheldon Lin and Xiaolan Zhang and a reply by the authors. Zbl 1081.91528 Gerber, Hans U.; Shiu, Elias S. W. 25 1998 The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. Zbl 0894.90047 Gerber, Hans U.; Shiu, Elias S. W. 115 1997 Life insurance mathematics. With exercises contributed by Samuel H. Cox. Transl. from the German by W. Neuhaus. 3rd ed. Zbl 0869.62072 Gerber, Hans U. 17 1997 Skewness and stock option prices. With discussion and a reply by the authors. Zbl 1080.60505 Gerber, Hans U.; Landry, Bruno 1 1997 Actuarial bridges to dynamic hedging and option pricing. Zbl 0896.62112 Gerber, Hans U.; Shiu, Elias S. W. 61 1996 Martingale approach to pricing perpetual American options on two stocks. Zbl 0919.90009 Gerber, Hans U.; Shiu, Elias S. W. 32 1996 Life insurance mathematics. With exercises contrib. by Samuel H. Cox. Transl. from the German by W. Neuhaus. 2nd, exp. ed. Zbl 0881.62108 Gerber, Hans U. 6 1995 Pricing financial contracts with indexed homogeneous payoff. Zbl 0816.90012 Gerber, Hans U.; Shiu, Elias S. W. 3 1994 Some alternatives for the individual model. Zbl 0818.62092 Kaas, R.; Gerber, H. U. 3 1994 From perpetual strangles to Russian options. Zbl 0822.60042 Gerber, Hans U.; Shiu, Elias S. W. 1 1994 The probability of ruin for the inverse Gaussian and related processes. Zbl 0768.62097 Dufresne, F.; Gerber, H. U. 15 1993 From the generalized gamma to the generalized negative binomial distribution. Zbl 0743.62014 Gerber, Hans U. 13 1992 On the probability of ruin for infinitely divisible claim amount distributions. Zbl 0781.62162 Gerber, Hans U. 5 1992 Risk theory for the compound Poisson process that is perturbed by diffusion. Zbl 0723.62065 Dufresne, François; Gerber, Hans U. 173 1991 Rational ruin problems - a note for the teacher. Zbl 0723.62066 Dufresne, François; Gerber, Hans U. 4 1991 When does the surplus reach a given target? Zbl 0731.62153 Gerber, Hans U. 53 1990 Life insurance mathematics. Transl. from the German by W. Neuhaus. Zbl 0754.62081 Gerber, Hans U. 11 1990 From the convolution of uniform distributions to the probability of ruin. Zbl 0692.62078 Gerber, Hans U. 1 1989 The surpluses immediately before and at ruin, and the amount of the claim causing ruin. Zbl 0674.62072 Dufresne, François; Gerber, Hans U. 60 1988 Mathematical fun with ruin theory. Zbl 0657.62121 Gerber, Hans U. 31 1988 The probability and severity of ruin for combinations of exponential claim amount distributions and their translations. Zbl 0637.62101 Dufresne, François; Gerber, Hans U. 31 1988 Non-uniqueness of option prices. Zbl 0709.62504 Gerber, Hans U.; Shiu, Elias S. W. 2 1988 A simple proof of Feller’s characterization of the compound Poisson distributions. Zbl 0614.62010 Valderrama Ospina, A.; Gerber, H. U. 3 1987 Actuarial mathematics. Zbl 0634.62107 Bowers, Newton L. jun.; Gerber, Hans U.; Hickman, James C.; Jones, Donald A.; Nesbitt, Cecil J. 285 1986 Lebensversicherungsmathematik. Zbl 0594.62111 Gerber, Hans U. 2 1986 On the small risk approximation. Zbl 0602.62093 Heijnen, Bart; Gerber, Hans U. 1 1986 On convex principles of premium calculation. Zbl 0579.62090 Deprez, Olivier; Gerber, Hans U. 94 1985 On additive principles of zero utility. Zbl 0584.62172 Gerber, Hans U. 11 1985 On the monotonicity of stop-loss premiums. Zbl 0559.62085 Gerber, Hans U.; Schuerger, Klaus 2 1985 Error bounds for the compound Poisson approximation. Zbl 0541.62097 Gerber, Hans U. 33 1984 Chains of reinsurance. Zbl 0532.62083 Gerber, Hans U. 10 1984 Equilibria in a proportional reinsurance market. Zbl 0543.62088 Gerber, Hans U. 4 1984 Wronski’s formula and the resultant of two polynomials. Zbl 0569.15003 Gerber, Hans U. 2 1984 The impact of reinsurance on the insurer’s risk. Zbl 0536.62086 Gerber, Hans U. 2 1984 Ruin theory in the linear model. Zbl 0505.62086 Gerber, Hans U. 26 1982 On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums. Zbl 0479.62076 Gerber, Hans U. 21 1982 An unbayesed approach to credibility. Zbl 0499.62091 Gerber, Hans U. 3 1982 On the probability of ruin in the presence of a linear dividend barrier. Zbl 0455.62086 Gerber, Hans U. 37 1981 The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain. Zbl 0449.60050 Gerber, Hans U.; Li, Shuo-Yen Robert 27 1981 On the representation of additive principles of premium calculation. Zbl 0484.62109 Gerber, Hans U.; Goovaerts, Marc J. 14 1981 On the probability of ruin in an autoregressive model. Zbl 0482.62091 Gerber, Hans U. 5 1981 The Wiener process with drift between a linear retaining and an absorbing barrier. Zbl 0467.60074 Gerber, Hans U.; Goovaerts, Marc; De Pril, Nelson 4 1981 Credibility for Esscher premiums. Zbl 0446.62110 Gerber, Hans U. 18 1980 A characterization of certain families of distributions via Esscher transforms and independence. Zbl 0448.62007 Gerber, Hans U. 3 1980 An introduction to mathematical risk theory. Zbl 0431.62066 Gerber, Hans U. 400 1979 General jump process and time change - or, how to define stochastic operational time. Zbl 0382.60090 Bühlmann, Hans; Gerber, Hans U. 3 1978 On the computation of stop-loss premiums. Zbl 0381.62090 Gerber, Hans U. 2 1977 Credibility formulas of the updating type. Zbl 0334.60053 Gerber, Hans U.; Jones, Donald A. 6 1975 A geometric proof of Borch’s theorem. Zbl 0375.62097 Gerber, Hans U. 1 1975 The dilemma between dividends and safety and a generalization of the Lundberg-Cramer formulas. Zbl 0281.62097 Gerber, Hans 20 1974 On iterative Premium calculation principles. Zbl 0321.62105 Gerber, Hans U. 15 1974 Martingales in risk theory. Zbl 0278.60047 Gerber, Hans U. 32 1973 Games of economic survival with discrete- and continuous-income processes. Zbl 0236.90079 Gerber, Hans U. 71 1972 Ein Satz von Khintchin und die Varianz von unimodalen Verteilungen. Zbl 0244.62014 Gerber, Hans U. 1 1972 Some results for discrete unimodality. Zbl 0236.60017 Keilson, J.; Gerber, H. 73 1971 Der Einfluß von Zins auf die Ruinwahrscheinlichkeit. Zbl 0217.26804 Gerber, H. 26 1971 ...and 7 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,064 Authors 70 Yang, Hailiang 61 Gerber, Hans U. 58 Zhang, Zhimin 48 Willmot, Gordon E. 43 Shiu, Elias S. W. 41 Li, Shuanming 39 Albrecher, Hansjörg 36 Landriault, David 35 Yin, Chuancun 33 Wu, Rong 32 Goovaerts, Marc J. 29 Dickson, David C. M. 29 Young, Virginia R. 28 Yuen, Kam Chuen 26 Hu, Yijun 25 Cheung, Eric C. K. 25 Siu, Tak Kuen 22 Zhou, Xiaowen 21 Jin, Zhuo 21 Yang, Hu 20 Guo, Junyi 20 Lefèvre, Claude 20 Palmowski, Zbigniew 20 Wang, Rongming 19 Marceau, Étienne 19 Woo, Jae-Kyung 18 Schmidli, Hanspeter 18 Sendova, Kristina P. 18 Wang, Guojing 17 Cossette, Hélène 17 Frostig, Esther 17 Lu, Yi 17 Wang, Wenyuan 16 Kaas, Rob 16 Lin, X. Sheldon 15 Tsai, Cary Chi-Liang 14 Avanzi, Benjamin 14 Cai, Jun 14 Liang, Zhibin 14 Ren, Jiandong 14 Zhang, Chunsheng 14 Zhou, Ming 13 Avram, Florin 13 Badescu, Andrei L. 13 Cheung, Ka Chun 13 Egídio dos Reis, Alfredo D. 13 Feng, Runhuan 13 Loisel, Stéphane 12 Constantinescu, Corina D. 12 Dhaene, Jan 12 Dong, Yinghui 12 Laeven, Roger J. A. 12 Tang, Qihe 12 Wong, Bernard 12 Yam, Sheung Chi Phillip 12 Yu, Wenguang 11 Chen, Ping 11 Yang, Xiangqun 11 Yao, Dingjun 11 Zhu, Jinxia 10 Hürlimann, Werner 10 Kyprianou, Andreas E. 10 Li, Zhongfei 10 Politis, Konstadinos G. 10 Tan, Jiyang 9 Azcue, Pablo 9 Bao, Zhenhua 9 Bayraktar, Erhan 9 Boxma, Onno Johan 9 Breuer, Lothar 9 Czarna, Irmina 9 Drekic, Steve 9 He, Jingmin 9 Meng, Hui 9 Muler, Nora E. 9 Picard, Philippe 9 Psarrakos, Georgios 9 Renaud, Jean-François 9 Waters, Howard R. 9 Zhao, Yongxia 8 Delbaen, Freddy 8 Denuit, Michel M. 8 Gajek, Lesław 8 Gatto, Riccardo 8 Ivanovs, Jevgeņijs 8 Kałuszka, Marek 8 Lee, Hangsuck 8 Liang, Zongxia 8 Liu, Guoxin 8 Liu, Zaiming 8 Morales, Manuel 8 Norberg, Ragnar 8 Paulsen, Jostein 8 Qian, Linyi 8 Tan, Ken Seng 8 Thonhauser, Stefan 8 Usábel, Miguel A. 8 Wang, Wei 8 Xie, Jiehua 8 Xu, Lin ...and 1,964 more Authors all top 5 Cited in 249 Serials 636 Insurance Mathematics & Economics 155 North American Actuarial Journal 121 Scandinavian Actuarial Journal 74 Journal of Computational and Applied Mathematics 70 Statistics & Probability Letters 62 Communications in Statistics. 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