Edit Profile (opens in new tab) Gerber, Hans U. Compute Distance To: Compute 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 857 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 100 Publications have been cited 3,496 times in 2,105 Documents Cited by ▼ Year ▼ On the time value of ruin. With discussion and a reply by the authors. Zbl 1081.60550Gerber, Hans U.; Shiu, Elias S. W. 388 1998 An introduction to mathematical risk theory. Zbl 0431.62066Gerber, Hans U. 340 1979 Actuarial mathematics. Zbl 0634.62107Bowers, Newton L. jun.; Gerber, Hans U.; Hickman, James C.; Jones, Donald A.; Nesbitt, Cecil J. 268 1986 Risk theory for the compound Poisson process that is perturbed by diffusion. Zbl 0723.62065Dufresne, François; Gerber, Hans U. 169 1991 Optimal dividends: analysis with Brownian motion. Zbl 1085.62122Gerber, Hans U.; Shiu, Elias S. W. 152 2004 The time value of ruin in a Sparre Andersen model. With discussion and a reply by the authors. Zbl 1085.62508Gerber, Hans U.; Shiu, Elias S. W. 122 2005 The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. Zbl 0894.90047Gerber, Hans U.; Shiu, Elias S. W. 113 1997 On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. Zbl 0924.60075Gerber, Hans U.; Landry, Bruno 100 1998 Optimal dividends in the dual model. Zbl 1131.91026Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 94 2007 On convex principles of premium calculation. Zbl 0579.62090Deprez, Olivier; Gerber, Hans U. 88 1985 An extension of the renewal equation and its application in the collective theory of risk. Zbl 0229.60062Gerber, Hans U. 72 1970 Entscheidungskriterien für den zusammengesetzten Poisson-Prozeß. Zbl 0193.20501Gerber, H. U. 70 1969 Some results for discrete unimodality. Zbl 0236.60017Keilson, J.; Gerber, H. 70 1971 Games of economic survival with discrete- and continuous-income processes. Zbl 0236.90079Gerber, Hans U. 66 1972 The surpluses immediately before and at ruin, and the amount of the claim causing ruin. Zbl 0674.62072Dufresne, François; Gerber, Hans U. 60 1988 Actuarial bridges to dynamic hedging and option pricing. Zbl 0896.62112Gerber, Hans U.; Shiu, Elias S. W. 59 1996 Discounted probabilities and ruin theory in the compound binomial model. Zbl 1013.91063Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W. 56 2000 Optimal dividends in the dual model with diffusion. Zbl 1274.91463Avanzi, Benjamin; Gerber, Hans U. 54 2008 When does the surplus reach a given target? Zbl 0731.62153Gerber, Hans U. 50 1990 A note on the dividends-penalty identity and the optimal dividend barrier. Zbl 1162.91374Gerber, Hans U.; Lin, X. Sheldon; Yang, Hailiang 49 2006 The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. 49 2011 On optimal dividends: from reflection to refraction. Zbl 1089.91023Gerber, Hans U.; Shiu, Elias S. W. 44 2006 Utility functions: from risk theory to finance. With discussion and a reply by the authors. Zbl 1081.91511Gerber, Hans U.; Pafumi, Gérard 39 1998 On the probability of ruin in the presence of a linear dividend barrier. Zbl 0455.62086Gerber, Hans U. 37 1981 Error bounds for the compound Poisson approximation. Zbl 0541.62097Gerber, Hans U. 33 1984 Martingales in risk theory. Zbl 0278.60047Gerber, Hans U. 32 1973 The probability and severity of ruin for combinations of exponential claim amount distributions and their translations. Zbl 0637.62101Dufresne, François; Gerber, Hans U. 31 1988 Valuing equity-linked death benefits and other contingent options: a discounted density approach. Zbl 1284.91233Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 31 2012 Martingale approach to pricing perpetual American options on two stocks. Zbl 0919.90009Gerber, Hans U.; Shiu, Elias S. W. 30 1996 Mathematical fun with ruin theory. Zbl 0657.62121Gerber, Hans U. 29 1988 From ruin theory to pricing reset guarantees and perpetual put options. Zbl 0939.91065Gerber, Hans U.; Shiu, Elias S. W. 27 1999 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 27 2012 Valuing equity-linked death benefits in jump diffusion models. Zbl 1290.91162Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 27 2013 The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain. Zbl 0449.60050Gerber, Hans U.; Li, Shuo-Yen Robert 25 1981 Ruin theory in the linear model. Zbl 0505.62086Gerber, Hans U. 25 1982 Der Einfluß von Zins auf die Ruinwahrscheinlichkeit. Zbl 0217.26804Gerber, H. 25 1971 Maximizing dividends without bankruptcy. Zbl 1162.91375Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 24 2006 Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. Zbl 1084.91507Gerber, Hans U.; Shiu, Elias S. W. 23 2003 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 1084.91517Gerber, Hans U.; Shiu, Elias S. W. 23 2003 The discounted central limit theorem and its Berry-Esséen analogue. Zbl 0224.60012Gerber, Hans U. 23 1971 Pricing perpetual options for jump processes. With discussion by X. Sheldon Lin and Xiaolan Zhang and a reply by the authors. Zbl 1081.91528Gerber, Hans U.; Shiu, Elias S. W. 23 1998 Methods for estimating the optimal dividend barrier and the probability of ruin. Zbl 1141.91513Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 22 2008 Pricing dynamic investment fund protection (With discussion by Terence Chan, François-Serge Lhabitant and Svein-Arne Persson and a reply by the authors). Zbl 1083.91516Gerber, Hans U.; Pafumi, Gérard 22 2000 On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums. Zbl 0479.62076Gerber, Hans U. 20 1982 Pricing perpetual fund protection with withdrawal option (With discussion and a reply by the authors). Zbl 1084.60512Gerber, Hans U.; Shiu, Elias S. W. 20 2003 The dilemma between dividends and safety and a generalization of the Lundberg-Cramer formulas. Zbl 0281.62097Gerber, Hans 19 1974 A direct approach to the discounted penalty function. Zbl 1219.91063Albrecher, Hansjörg; Gerber, Hans U.; Yang, Hailiang 19 2010 Optimal dividends with incomplete information in the dual model. Zbl 1189.91074Gerber, Hans U.; Smith, Nathaniel 18 2008 Credibility for Esscher premiums. Zbl 0446.62110Gerber, Hans U. 16 1980 “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 1084.60545Gerber, Hans U.; Shiu, Elias S. W. 16 2003 The probability of ruin for the inverse Gaussian and related processes. Zbl 0768.62097Dufresne, F.; Gerber, H. U. 15 1993 On iterative Premium calculation principles. Zbl 0321.62105Gerber, Hans U. 15 1974 “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 1084.60546Gerber, Hans U.; Shiu, Elias S. W. 15 2003 On the representation of additive principles of premium calculation. Zbl 0484.62109Gerber, Hans U.; Goovaerts, Marc J. 14 1981 Life insurance mathematics. With exercises contributed by Samuel H. Cox. Transl. from the German by W. Neuhaus. 3rd ed. Zbl 0869.62072Gerber, Hans U. 14 1997 From the generalized gamma to the generalized negative binomial distribution. Zbl 0743.62014Gerber, Hans U. 13 1992 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 1083.91517Gerber, Hans U.; Shiu, Elias S. W. 12 2000 On additive principles of zero utility. Zbl 0584.62172Gerber, Hans U. 11 1985 Life insurance mathematics. Transl. from the German by W. Neuhaus. Zbl 0754.62081Gerber, Hans U. 11 1990 An extension of Schütte’s Klammersymbole. Zbl 0162.01901Gerber, H. 11 1967 An elementary approach to discrete models of dividend strategies. Zbl 1231.91433Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 11 2010 On optimal dividend strategies in the compound Poisson model. Zbl 1479.91323Gerber, Hans U.; Shiu, Elias S. W. 9 2006 Chains of reinsurance. Zbl 0532.62083Gerber, Hans U. 9 1984 Geometric stopping of a random walk and its applications to valuing equity-linked death benefits. Zbl 1348.91269Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 7 2015 On the probability of ruin for infinitely divisible claim amount distributions. Zbl 0781.62162Gerber, Hans U. 5 1992 Credibility formulas of the updating type. Zbl 0334.60053Gerber, Hans U.; Jones, Donald A. 5 1975 A constraint-free approach to optimal reinsurance. Zbl 1418.91238Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 5 2019 Equilibria in a proportional reinsurance market. Zbl 0543.62088Gerber, Hans U. 4 1984 The Wiener process with drift between a linear retaining and an absorbing barrier. Zbl 0467.60074Gerber, Hans U.; Goovaerts, Marc; De Pril, Nelson 4 1981 On the probability of ruin in an autoregressive model. Zbl 0482.62091Gerber, Hans U. 4 1981 Life insurance mathematics. With exercises contrib. by Samuel H. Cox. Transl. from the German by W. Neuhaus. 2nd, exp. ed. Zbl 0881.62108Gerber, Hans U. 4 1995 First one hundred zeros of \(J_ 0(x)\) accurate to 19 significant figures. Zbl 0126.13406Gerber, H. 4 1964 Rational ruin problems - a note for the teacher. Zbl 0723.62066Dufresne, François; Gerber, Hans U. 4 1991 An unbayesed approach to credibility. Zbl 0499.62091Gerber, Hans U. 3 1982 Pricing financial contracts with indexed homogeneous payoff. Zbl 0816.90012Gerber, Hans U.; Shiu, Elias S. W. 3 1994 General jump process and time change - or, how to define stochastic operational time. Zbl 0382.60090Bühlmann, Hans; Gerber, Hans U. 3 1978 Obtaining the dividends-penalty identities by interpretation. Zbl 1231.91487Gerber, Hans U.; Yang, Hailiang 3 2010 Some alternatives for the individual model. Zbl 0818.62092Kaas, R.; Gerber, H. U. 3 1994 A note on moments of dividends. Zbl 1299.91052Albrecher, Hansjörg; Gerber, Hans U. 3 2011 A simple proof of Feller’s characterization of the compound Poisson distributions. Zbl 0614.62010Valderrama Ospina, A.; Gerber, H. U. 3 1987 Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308Cai, Jun; Gerber, Hans U.; Yang, Hailiang 2 2006 A characterization of certain families of distributions via Esscher transforms and independence. Zbl 0448.62007Gerber, Hans U. 2 1980 On the monotonicity of stop-loss premiums. Zbl 0559.62085Gerber, Hans U.; Schuerger, Klaus 2 1985 Wronski’s formula and the resultant of two polynomials. Zbl 0569.15003Gerber, Hans U. 2 1984 Lebensversicherungsmathematik. Zbl 0594.62111Gerber, Hans U. 2 1986 On the computation of stop-loss premiums. Zbl 0381.62090Gerber, Hans U. 2 1977 Indicator function and Hattendorff theorem. Zbl 1084.62529Gerber, Hans U.; Leung, Bartholomew P. K.; Shiu, Elias S. W. 2 2003 Non-uniqueness of option prices. Zbl 0709.62504Gerber, Hans U.; Shiu, Elias S. W. 2 1988 Brouwer’s bar theorem and a system of ordinal notations. Zbl 0205.01103Gerber, H. 2 1970 Crossing time of annuities with exponential payment rates. Zbl 1333.91027Gerber, H. U.; Shiu, E. S. W.; Yang, H. 2 2009 Absolute ruin probabilities in a jump diffusion risk model with investment. Zbl 1480.91208Gerber, Hans U.; Yang, Hailiang 1 2007 On the small risk approximation. Zbl 0602.62093Heijnen, Bart; Gerber, Hans U. 1 1986 A geometric proof of Borch’s theorem. Zbl 0375.62097Gerber, Hans U. 1 1975 Discussion on: “A general semi-Markov model for coupled lifetimes”. Zbl 1454.91187Gerber, Hans U.; Shiu, Elias S. W. 1 2020 From the convolution of uniform distributions to the probability of ruin. Zbl 0692.62078Gerber, Hans U. 1 1989 From perpetual strangles to Russian options. Zbl 0822.60042Gerber, Hans U.; Shiu, Elias S. W. 1 1994 Abschätzung der Ruinwahrscheinlichkeit mit den Methoden der Fluktuationstheorie für Zufallswege. Zbl 0186.25203Gerber, H. 1 1969 On the non-optiomality of proportional reinsurance according to the dividend criterion. Zbl 1333.91016Albrecher, Hansjörg; Gerber, Hans U. 1 2009 Skewness and stock option prices. With discussion and a reply by the authors. Zbl 1080.60505Gerber, Hans U.; Landry, Bruno 1 1997 Ein Satz von Khintchin und die Varianz von unimodalen Verteilungen. Zbl 0244.62014Gerber, Hans U. 1 1972 Discussion on: “A general semi-Markov model for coupled lifetimes”. Zbl 1454.91187Gerber, Hans U.; Shiu, Elias S. W. 1 2020 A constraint-free approach to optimal reinsurance. Zbl 1418.91238Gerber, 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 1348.91269Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 7 2015 Valuing equity-linked death benefits in jump diffusion models. Zbl 1290.91162Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 27 2013 Valuing equity-linked death benefits and other contingent options: a discounted density approach. Zbl 1284.91233Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 31 2012 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 27 2012 The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. 49 2011 A note on moments of dividends. Zbl 1299.91052Albrecher, Hansjörg; Gerber, Hans U. 3 2011 A direct approach to the discounted penalty function. Zbl 1219.91063Albrecher, Hansjörg; Gerber, Hans U.; Yang, Hailiang 19 2010 An elementary approach to discrete models of dividend strategies. Zbl 1231.91433Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 11 2010 Obtaining the dividends-penalty identities by interpretation. Zbl 1231.91487Gerber, Hans U.; Yang, Hailiang 3 2010 Crossing time of annuities with exponential payment rates. Zbl 1333.91027Gerber, H. U.; Shiu, E. S. W.; Yang, H. 2 2009 On the non-optiomality of proportional reinsurance according to the dividend criterion. Zbl 1333.91016Albrecher, Hansjörg; Gerber, Hans U. 1 2009 Optimal dividends in the dual model with diffusion. Zbl 1274.91463Avanzi, Benjamin; Gerber, Hans U. 54 2008 Methods for estimating the optimal dividend barrier and the probability of ruin. Zbl 1141.91513Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 22 2008 Optimal dividends with incomplete information in the dual model. Zbl 1189.91074Gerber, Hans U.; Smith, Nathaniel 18 2008 Optimal dividends in the dual model. Zbl 1131.91026Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 94 2007 Absolute ruin probabilities in a jump diffusion risk model with investment. Zbl 1480.91208Gerber, Hans U.; Yang, Hailiang 1 2007 A note on the dividends-penalty identity and the optimal dividend barrier. Zbl 1162.91374Gerber, Hans U.; Lin, X. Sheldon; Yang, Hailiang 49 2006 On optimal dividends: from reflection to refraction. Zbl 1089.91023Gerber, Hans U.; Shiu, Elias S. W. 44 2006 Maximizing dividends without bankruptcy. Zbl 1162.91375Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 24 2006 On optimal dividend strategies in the compound Poisson model. Zbl 1479.91323Gerber, Hans U.; Shiu, Elias S. W. 9 2006 Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308Cai, 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 1085.62508Gerber, Hans U.; Shiu, Elias S. W. 122 2005 Optimal dividends: analysis with Brownian motion. Zbl 1085.62122Gerber, Hans U.; Shiu, Elias S. W. 152 2004 Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. Zbl 1084.91507Gerber, Hans U.; Shiu, Elias S. W. 23 2003 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 1084.91517Gerber, Hans U.; Shiu, Elias S. W. 23 2003 Pricing perpetual fund protection with withdrawal option (With discussion and a reply by the authors). Zbl 1084.60512Gerber, Hans U.; Shiu, Elias S. W. 20 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 1084.60545Gerber, 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 1084.60546Gerber, Hans U.; Shiu, Elias S. W. 15 2003 Indicator function and Hattendorff theorem. Zbl 1084.62529Gerber, Hans U.; Leung, Bartholomew P. K.; Shiu, Elias S. W. 2 2003 Discounted probabilities and ruin theory in the compound binomial model. Zbl 1013.91063Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W. 56 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 1083.91516Gerber, Hans U.; Pafumi, Gérard 22 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 1083.91517Gerber, Hans U.; Shiu, Elias S. W. 12 2000 From ruin theory to pricing reset guarantees and perpetual put options. Zbl 0939.91065Gerber, Hans U.; Shiu, Elias S. W. 27 1999 On the time value of ruin. With discussion and a reply by the authors. Zbl 1081.60550Gerber, Hans U.; Shiu, Elias S. W. 388 1998 On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. Zbl 0924.60075Gerber, Hans U.; Landry, Bruno 100 1998 Utility functions: from risk theory to finance. With discussion and a reply by the authors. Zbl 1081.91511Gerber, Hans U.; Pafumi, Gérard 39 1998 Pricing perpetual options for jump processes. With discussion by X. Sheldon Lin and Xiaolan Zhang and a reply by the authors. Zbl 1081.91528Gerber, Hans U.; Shiu, Elias S. W. 23 1998 The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. Zbl 0894.90047Gerber, Hans U.; Shiu, Elias S. W. 113 1997 Life insurance mathematics. With exercises contributed by Samuel H. Cox. Transl. from the German by W. Neuhaus. 3rd ed. Zbl 0869.62072Gerber, Hans U. 14 1997 Skewness and stock option prices. With discussion and a reply by the authors. Zbl 1080.60505Gerber, Hans U.; Landry, Bruno 1 1997 Actuarial bridges to dynamic hedging and option pricing. Zbl 0896.62112Gerber, Hans U.; Shiu, Elias S. W. 59 1996 Martingale approach to pricing perpetual American options on two stocks. Zbl 0919.90009Gerber, Hans U.; Shiu, Elias S. W. 30 1996 Life insurance mathematics. With exercises contrib. by Samuel H. Cox. Transl. from the German by W. Neuhaus. 2nd, exp. ed. Zbl 0881.62108Gerber, Hans U. 4 1995 Pricing financial contracts with indexed homogeneous payoff. Zbl 0816.90012Gerber, Hans U.; Shiu, Elias S. W. 3 1994 Some alternatives for the individual model. Zbl 0818.62092Kaas, R.; Gerber, H. U. 3 1994 From perpetual strangles to Russian options. Zbl 0822.60042Gerber, Hans U.; Shiu, Elias S. W. 1 1994 The probability of ruin for the inverse Gaussian and related processes. Zbl 0768.62097Dufresne, F.; Gerber, H. U. 15 1993 From the generalized gamma to the generalized negative binomial distribution. Zbl 0743.62014Gerber, Hans U. 13 1992 On the probability of ruin for infinitely divisible claim amount distributions. Zbl 0781.62162Gerber, Hans U. 5 1992 Risk theory for the compound Poisson process that is perturbed by diffusion. Zbl 0723.62065Dufresne, François; Gerber, Hans U. 169 1991 Rational ruin problems - a note for the teacher. Zbl 0723.62066Dufresne, François; Gerber, Hans U. 4 1991 When does the surplus reach a given target? Zbl 0731.62153Gerber, Hans U. 50 1990 Life insurance mathematics. Transl. from the German by W. Neuhaus. Zbl 0754.62081Gerber, Hans U. 11 1990 From the convolution of uniform distributions to the probability of ruin. Zbl 0692.62078Gerber, Hans U. 1 1989 The surpluses immediately before and at ruin, and the amount of the claim causing ruin. Zbl 0674.62072Dufresne, François; Gerber, Hans U. 60 1988 The probability and severity of ruin for combinations of exponential claim amount distributions and their translations. Zbl 0637.62101Dufresne, François; Gerber, Hans U. 31 1988 Mathematical fun with ruin theory. Zbl 0657.62121Gerber, Hans U. 29 1988 Non-uniqueness of option prices. Zbl 0709.62504Gerber, Hans U.; Shiu, Elias S. W. 2 1988 A simple proof of Feller’s characterization of the compound Poisson distributions. Zbl 0614.62010Valderrama Ospina, A.; Gerber, H. U. 3 1987 Actuarial mathematics. Zbl 0634.62107Bowers, Newton L. jun.; Gerber, Hans U.; Hickman, James C.; Jones, Donald A.; Nesbitt, Cecil J. 268 1986 Lebensversicherungsmathematik. Zbl 0594.62111Gerber, Hans U. 2 1986 On the small risk approximation. Zbl 0602.62093Heijnen, Bart; Gerber, Hans U. 1 1986 On convex principles of premium calculation. Zbl 0579.62090Deprez, Olivier; Gerber, Hans U. 88 1985 On additive principles of zero utility. Zbl 0584.62172Gerber, Hans U. 11 1985 On the monotonicity of stop-loss premiums. Zbl 0559.62085Gerber, Hans U.; Schuerger, Klaus 2 1985 Error bounds for the compound Poisson approximation. Zbl 0541.62097Gerber, Hans U. 33 1984 Chains of reinsurance. Zbl 0532.62083Gerber, Hans U. 9 1984 Equilibria in a proportional reinsurance market. Zbl 0543.62088Gerber, Hans U. 4 1984 Wronski’s formula and the resultant of two polynomials. Zbl 0569.15003Gerber, Hans U. 2 1984 Ruin theory in the linear model. Zbl 0505.62086Gerber, Hans U. 25 1982 On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums. Zbl 0479.62076Gerber, Hans U. 20 1982 An unbayesed approach to credibility. Zbl 0499.62091Gerber, Hans U. 3 1982 On the probability of ruin in the presence of a linear dividend barrier. Zbl 0455.62086Gerber, Hans U. 37 1981 The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain. Zbl 0449.60050Gerber, Hans U.; Li, Shuo-Yen Robert 25 1981 On the representation of additive principles of premium calculation. Zbl 0484.62109Gerber, Hans U.; Goovaerts, Marc J. 14 1981 The Wiener process with drift between a linear retaining and an absorbing barrier. Zbl 0467.60074Gerber, Hans U.; Goovaerts, Marc; De Pril, Nelson 4 1981 On the probability of ruin in an autoregressive model. Zbl 0482.62091Gerber, Hans U. 4 1981 Credibility for Esscher premiums. Zbl 0446.62110Gerber, Hans U. 16 1980 A characterization of certain families of distributions via Esscher transforms and independence. Zbl 0448.62007Gerber, Hans U. 2 1980 An introduction to mathematical risk theory. Zbl 0431.62066Gerber, Hans U. 340 1979 General jump process and time change - or, how to define stochastic operational time. Zbl 0382.60090Bühlmann, Hans; Gerber, Hans U. 3 1978 On the computation of stop-loss premiums. Zbl 0381.62090Gerber, Hans U. 2 1977 Credibility formulas of the updating type. Zbl 0334.60053Gerber, Hans U.; Jones, Donald A. 5 1975 A geometric proof of Borch’s theorem. Zbl 0375.62097Gerber, Hans U. 1 1975 The dilemma between dividends and safety and a generalization of the Lundberg-Cramer formulas. Zbl 0281.62097Gerber, Hans 19 1974 On iterative Premium calculation principles. Zbl 0321.62105Gerber, Hans U. 15 1974 Martingales in risk theory. Zbl 0278.60047Gerber, Hans U. 32 1973 Games of economic survival with discrete- and continuous-income processes. Zbl 0236.90079Gerber, Hans U. 66 1972 Ein Satz von Khintchin und die Varianz von unimodalen Verteilungen. Zbl 0244.62014Gerber, Hans U. 1 1972 Some results for discrete unimodality. Zbl 0236.60017Keilson, J.; Gerber, H. 70 1971 Der Einfluß von Zins auf die Ruinwahrscheinlichkeit. Zbl 0217.26804Gerber, H. 25 1971 The discounted central limit theorem and its Berry-Esséen analogue. Zbl 0224.60012Gerber, Hans U. 23 1971 An extension of the renewal equation and its application in the collective theory of risk. Zbl 0229.60062Gerber, Hans U. 72 1970 Brouwer’s bar theorem and a system of ordinal notations. Zbl 0205.01103Gerber, H. 2 1970 Entscheidungskriterien für den zusammengesetzten Poisson-Prozeß. Zbl 0193.20501Gerber, H. U. 70 1969 Abschätzung der Ruinwahrscheinlichkeit mit den Methoden der Fluktuationstheorie für Zufallswege. Zbl 0186.25203Gerber, H. 1 1969 An extension of Schütte’s Klammersymbole. Zbl 0162.01901Gerber, H. 11 1967 First one hundred zeros of \(J_ 0(x)\) accurate to 19 significant figures. Zbl 0126.13406Gerber, H. 4 1964 all cited Publications top 5 cited Publications all top 5 Cited by 1,897 Authors 67 Yang, Hailiang 61 Gerber, Hans U. 45 Willmot, Gordon E. 43 Shiu, Elias S. W. 39 Zhang, Zhimin 37 Li, Shuanming 36 Cheung, Eric C. K. 35 Albrecher, Hansjörg 35 Yin, Chuancun 34 Landriault, David 33 Wu, Rong 32 Goovaerts, Marc J. 28 Dickson, David C. M. 25 Young, Virginia R. 24 Yuen, Kam Chuen 22 Wang, Guojing 21 Hu, Yijun 21 Siu, Tak Kuen 20 Zhou, Xiaowen 19 Jin, Zhuo 19 Lefèvre, Claude 19 Palmowski, Zbigniew 19 Yang, Hu 18 Marceau, Étienne 18 Wang, Rongming 17 Cai, Jun 17 Lu, Yi 17 Schmidli, Hanspeter 17 Woo, Jae-Kyung 16 Frostig, Esther 16 Kaas, Rob 16 Sendova, Kristina P. 15 Cossette, Hélène 15 Guo, Junyi 15 Lin, X. Sheldon 15 Tsai, Cary Chi-Liang 14 Ren, Jiandong 13 Egídio dos Reis, Alfredo D. 13 Feng, Runhuan 13 Loisel, Stéphane 13 Wang, Wenyuan 13 Yin, Gang George 12 Avanzi, Benjamin 12 Avram, Florin 12 Badescu, Andrei L. 12 Dong, Yinghui 12 Laeven, Roger J. A. 12 Tang, Qihe 12 Zhang, Chunsheng 11 Chen, Ping 11 Constantinescu, Corina D. 11 Wong, Bernard 11 Yang, Xiangqun 11 Zhou, Ming 10 Cheung, Ka Chun 10 Dhaene, Jan 10 Hürlimann, Werner 10 Kyprianou, Andreas E. 10 Liang, Zhibin 10 Politis, Konstadinos 10 Tan, Jiyang 10 Yam, Sheung Chi Phillip 10 Yao, Dingjun 10 Yu, Wenguang 9 Bao, Zhenhua 9 Breuer, Lothar 9 Czarna, Irmina 9 Drekic, Steve 9 He, Jingmin 9 Li, Zhongfei 9 Psarrakos, Georgios 9 Renaud, Jean-François 9 Waters, Howard R. 8 Azcue, Pablo 8 Bayraktar, Erhan 8 Gajek, Lesław 8 Gatto, Riccardo 8 Ivanovs, Jevgeņijs 8 Kałuszka, Marek 8 Liu, Guoxin 8 Liu, Zaiming 8 Meng, Hui 8 Morales, Manuel 8 Muler, Nora E. 8 Norberg, Ragnar 8 Paulsen, Jostein 8 Picard, Philippe 8 Usábel, Miguel A. 8 Xie, Jiehua 8 Zhao, Yongxia 8 Zhu, Jinxia 8 Zou, Wei 7 Asmussen, Søren 7 Beekman, John A. 7 Chen, Mi 7 De Waegenaere, Anja 7 Delbaen, Freddy 7 Denuit, Michel M. 7 Dong, Hua 7 Ko, Bangwon ...and 1,797 more Authors all top 5 Cited in 227 Serials 609 Insurance Mathematics & Economics 144 North American Actuarial Journal 106 Scandinavian Actuarial Journal 67 Journal of Computational and Applied Mathematics 64 Statistics & Probability Letters 59 ASTIN Bulletin 51 Journal of Applied Probability 51 Communications in Statistics. 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(English Edition) 2 Bulletin of the Iranian Mathematical Society 2 Statistics ...and 127 more Serials all top 5 Cited in 37 Fields 1,595 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,053 Probability theory and stochastic processes (60-XX) 714 Statistics (62-XX) 188 Systems theory; control (93-XX) 63 Numerical analysis (65-XX) 61 Calculus of variations and optimal control; optimization (49-XX) 58 Operations research, mathematical programming (90-XX) 46 Integral equations (45-XX) 22 Integral transforms, operational calculus (44-XX) 21 Partial differential equations (35-XX) 15 Computer science (68-XX) 12 Mathematical logic and foundations (03-XX) 12 Biology and other natural sciences (92-XX) 11 Combinatorics (05-XX) 5 Special functions (33-XX) 5 Difference and functional equations (39-XX) 5 Approximations and expansions (41-XX) 4 Real functions (26-XX) 4 Measure and integration (28-XX) 4 Ordinary differential equations (34-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Functional analysis (46-XX) 3 Field theory and polynomials (12-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Operator theory (47-XX) 2 History and biography (01-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Number theory (11-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Sequences, series, summability (40-XX) 2 Mathematics education (97-XX) 1 Commutative algebra (13-XX) 1 Functions of a complex variable (30-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year