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Author ID: gerber.hans-u Recent zbMATH articles by "Gerber, Hans U."
Published as: Gerber, Hans U.; Gerber, H. U.; Gerber, H.; Gerber, Hans

Publications by Year

Citations contained in zbMATH Open

107 Publications have been cited 4,056 times in 2,377 Documents Cited by Year
An introduction to mathematical risk theory. Zbl 0431.62066
Gerber, Hans U.
450
1979
On the time value of ruin. With discussion and a reply by the authors. Zbl 1081.60550
Gerber, Hans U.; Shiu, Elias S. W.
422
1998
Actuarial mathematics. Zbl 0634.62107
Bowers, Newton L. jun.; Gerber, Hans U.; Hickman, James C.; Jones, Donald A.; Nesbitt, Cecil J.
307
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.
152
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.
116
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.
95
1985
On optimal dividend strategies in the compound Poisson model. Zbl 1479.91323
Gerber, Hans U.; Shiu, Elias S. W.
88
2006
Entscheidungskriterien für den zusammengesetzten Poisson-Prozeß. Zbl 0193.20501
Gerber, H. U.
82
1969
An extension of the renewal equation and its application in the collective theory of risk. Zbl 0229.60062
Gerber, Hans U.
78
1970
Some results for discrete unimodality. Zbl 0236.60017
Keilson, J.; Gerber, H.
74
1971
Games of economic survival with discrete- and continuous-income processes. Zbl 0236.90079
Gerber, Hans U.
72
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
Discounted probabilities and ruin theory in the compound binomial model. Zbl 1013.91063
Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W.
59
2000
Optimal dividends in the dual model with diffusion. Zbl 1274.91463
Avanzi, Benjamin; Gerber, Hans U.
59
2008
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.
54
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
37
2012
Martingales in risk theory. Zbl 0278.60047
Gerber, Hans U.
34
1973
Error bounds for the compound Poisson approximation. Zbl 0541.62097
Gerber, Hans U.
33
1984
Valuing equity-linked death benefits in jump diffusion models. Zbl 1290.91162
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang
33
2013
Martingale approach to pricing perpetual American options on two stocks. Zbl 0919.90009
Gerber, Hans U.; Shiu, Elias S. W.
32
1996
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
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.
31
1997
Mathematical fun with ruin theory. Zbl 0657.62121
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
Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308
Cai, Jun; Gerber, Hans U.; Yang, Hailiang
29
2006
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
Ruin theory in the linear model. Zbl 0505.62086
Gerber, Hans U.
26
1982
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 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.
26
1998
The discounted central limit theorem and its Berry-Esséen analogue. Zbl 0224.60012
Gerber, Hans U.
24
1971
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
Maximizing dividends without bankruptcy. Zbl 1162.91375
Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel
24
2006
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
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
A direct approach to the discounted penalty function. Zbl 1219.91063
Albrecher, Hansjörg; Gerber, Hans U.; Yang, Hailiang
22
2010
Absolute ruin probabilities in a jump diffusion risk model with investment. Zbl 1480.91208
Gerber, Hans U.; Yang, Hailiang
22
2007
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
“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 the representation of additive principles of premium calculation. Zbl 0484.62109
Gerber, Hans U.; Goovaerts, Marc J.
15
1981
On iterative Premium calculation principles. Zbl 0321.62105
Gerber, Hans U.
15
1974
From the generalized gamma to the generalized negative binomial distribution. Zbl 0743.62014
Gerber, 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 1083.91517
Gerber, Hans U.; Shiu, Elias S. W.
13
2000
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.
13
1995
An elementary approach to discrete models of dividend strategies. Zbl 1231.91433
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang
12
2010
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.
11
1984
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
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.
9
2006
Credibility formulas of the updating type. Zbl 0334.60053
Gerber, Hans U.; Jones, Donald A.
7
1975
First one hundred zeros of \(J_ 0(x)\) accurate to 19 significant figures. Zbl 0126.13406
Gerber, H.
6
1964
On the probability of ruin for infinitely divisible claim amount distributions. Zbl 0781.62162
Gerber, Hans U.
5
1992
Lebensversicherungsmathematik. Zbl 0594.62111
Gerber, Hans U.
5
1986
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.
5
2008
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
Brouwer’s bar theorem and a system of ordinal notations. Zbl 0205.01103
Gerber, H.
4
1970
Equilibria in a proportional reinsurance market. Zbl 0543.62088
Gerber, Hans U.
4
1984
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
Rational ruin problems - a note for the teacher. Zbl 0723.62066
Dufresne, François; Gerber, Hans U.
4
1991
Authors’ reply: “On optimal dividend strategies in the compound Poisson model”. Zbl 1480.91206
Gerber, Hans U.; Shiu, Elias S. W.
4
2006
A simple proof of Feller’s characterization of the compound Poisson distributions. Zbl 0614.62010
Valderrama Ospina, A.; Gerber, H. U.
3
1987
An unbayesed approach to credibility. Zbl 0499.62091
Gerber, Hans U.
3
1982
General jump process and time change - or, how to define stochastic operational time. Zbl 0382.60090
Bühlmann, Hans; Gerber, Hans U.
3
1978
Some alternatives for the individual model. Zbl 0818.62092
Kaas, R.; Gerber, H. U.
3
1994
A characterization of certain families of distributions via Esscher transforms and independence. Zbl 0448.62007
Gerber, Hans U.
3
1980
Pricing financial contracts with indexed homogeneous payoff. Zbl 0816.90012
Gerber, Hans U.; Shiu, Elias S. W.
3
1994
Obtaining the dividends-penalty identities by interpretation. Zbl 1231.91487
Gerber, Hans U.; Yang, Hailiang
3
2010
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
3
2006
The impact of reinsurance on the insurer’s risk. Zbl 0536.62086
Gerber, Hans U.
2
1984
On the monotonicity of stop-loss premiums. Zbl 0559.62085
Gerber, Hans U.; Schuerger, Klaus
2
1985
Wronski’s formula and the resultant of two polynomials. Zbl 0569.15003
Gerber, Hans U.
2
1984
On the computation of stop-loss premiums. Zbl 0381.62090
Gerber, Hans U.
2
1977
Indicator function and Hattendorff theorem. Zbl 1084.62529
Gerber, Hans U.; Leung, Bartholomew P. K.; Shiu, Elias S. W.
2
2003
Non-uniqueness of option prices. Zbl 0709.62504
Gerber, Hans U.; Shiu, Elias S. W.
2
1988
Crossing time of annuities with exponential payment rates. Zbl 1333.91027
Gerber, H. U.; Shiu, E. S. W.; Yang, H.
2
2009
From the convolution of uniform distributions to the probability of ruin. Zbl 0692.62078
Gerber, Hans U.
1
1989
Ein Satz von Khintchin und die Varianz von unimodalen Verteilungen. Zbl 0244.62014
Gerber, Hans U.
1
1972
On the small risk approximation. Zbl 0602.62093
Heijnen, Bart; Gerber, Hans U.
1
1986
A geometric proof of Borch’s theorem. Zbl 0375.62097
Gerber, Hans U.
1
1975
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
33
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
37
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
On the non-optiomality of proportional reinsurance according to the dividend criterion. Zbl 1333.91016
Albrecher, Hansjörg; Gerber, Hans U.
1
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
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.
5
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.
88
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
29
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.
9
2006
Authors’ reply: “On optimal dividend strategies in the compound Poisson model”. Zbl 1480.91206
Gerber, Hans U.; Shiu, Elias S. W.
4
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
3
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.
152
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.
59
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.
422
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.
26
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.
116
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.
31
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.
13
1995
Some alternatives for the individual model. Zbl 0818.62092
Kaas, R.; Gerber, H. U.
3
1994
Pricing financial contracts with indexed homogeneous payoff. Zbl 0816.90012
Gerber, Hans U.; Shiu, Elias S. W.
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.
54
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
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
Mathematical fun with ruin theory. Zbl 0657.62121
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.
307
1986
Lebensversicherungsmathematik. Zbl 0594.62111
Gerber, Hans U.
5
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.
95
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.
11
1984
Equilibria in a proportional reinsurance market. Zbl 0543.62088
Gerber, Hans U.
4
1984
The impact of reinsurance on the insurer’s risk. Zbl 0536.62086
Gerber, Hans U.
2
1984
Wronski’s formula and the resultant of two polynomials. Zbl 0569.15003
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.
15
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.
450
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.
7
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.
34
1973
Games of economic survival with discrete- and continuous-income processes. Zbl 0236.90079
Gerber, Hans U.
72
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.
74
1971
Der Einfluß von Zins auf die Ruinwahrscheinlichkeit. Zbl 0217.26804
Gerber, H.
26
1971
...and 7 more Documents
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Cited by 2,118 Authors

72 Yang, Hailiang
62 Gerber, Hans U.
60 Zhang, Zhimin
48 Willmot, Gordon E.
43 Shiu, Elias S. W.
41 Li, Shuanming
40 Albrecher, Hansjörg
36 Landriault, David
35 Yin, Chuancun
33 Wu, Rong
32 Goovaerts, Marc J.
31 Young, Virginia R.
29 Dickson, David C. M.
29 Yuen, Kam Chuen
26 Hu, Yijun
26 Siu, Tak Kuen
25 Cheung, Eric C. K.
23 Jin, Zhuo
22 Lefèvre, Claude
22 Zhou, Xiaowen
21 Palmowski, Zbigniew
21 Wang, Rongming
21 Yang, Hu
20 Guo, Junyi
20 Marceau, Étienne
19 Frostig, Esther
19 Schmidli, Hanspeter
19 Woo, Jae-Kyung
18 Lu, Yi
18 Sendova, Kristina P.
18 Wang, Guojing
17 Cossette, Hélène
17 Liang, Zhibin
17 Wang, Wenyuan
16 Kaas, Rob
16 Lin, X. Sheldon
15 Avanzi, Benjamin
15 Cai, Jun
15 Tsai, Cary Chi-Liang
14 Feng, Runhuan
14 Loisel, Stéphane
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 Yam, Sheung Chi Phillip
12 Constantinescu, Corina D.
12 Dhaene, Jan
12 Dong, Yinghui
12 Hürlimann, Werner
12 Laeven, Roger J. A.
12 Li, Zhongfei
12 Tang, Qihe
12 Wong, Bernard
12 Yu, Wenguang
12 Zhu, Jinxia
11 Chen, Ping
11 De Waegenaere, Anja
11 Yang, Xiangqun
11 Yao, Dingjun
10 Kyprianou, Andreas E.
10 Politis, Konstadinos G.
10 Tan, Jiyang
10 Zeng, Yan
9 Azcue, Pablo
9 Bao, Zhenhua
9 Bayraktar, Erhan
9 Boxma, Onno Johan
9 Breuer, Lothar
9 Czarna, Irmina
9 Denuit, Michel M.
9 Drekic, Steve
9 He, Jingmin
9 Meng, Hui
9 Muler, Nora E.
9 Picard, Philippe
9 Psarrakos, Georgios
9 Qian, Linyi
9 Ramsay, Colin M.
9 Renaud, Jean-François
9 Tan, Ken Seng
9 Waters, Howard R.
9 Yamazaki, Kazutoshi
9 Zhao, Yongxia
8 Delbaen, Freddy
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 Papaioannou, Apostolos D.
8 Paulsen, Jostein
...and 2,018 more Authors
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Cited in 254 Serials

674 Insurance Mathematics & Economics
155 North American Actuarial Journal
130 Scandinavian Actuarial Journal
77 Journal of Computational and Applied Mathematics
70 Statistics & Probability Letters
64 ASTIN Bulletin
62 Communications in Statistics. Theory and Methods
52 Journal of Applied Probability
46 Methodology and Computing in Applied Probability
45 Scandinavian Actuarial Journal
37 Applied Mathematics and Computation
33 European Actuarial Journal
32 Acta Mathematicae Applicatae Sinica. English Series
32 European Journal of Operational Research
31 Stochastic Processes and their Applications
30 Journal of Industrial and Management Optimization
29 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
29 Stochastic Models
23 Advances in Applied Probability
20 Applied Mathematics. Series B (English Edition)
20 Applied Stochastic Models in Business and Industry
19 The Annals of Applied Probability
18 Lithuanian Mathematical Journal
13 Journal of Optimization Theory and Applications
13 Finance and Stochastics
13 Mathematical Finance
13 Probability in the Engineering and Informational Sciences
13 Journal of the Korean Statistical Society
12 Acta Mathematica Sinica. English Series
11 Stochastic Analysis and Applications
11 Mathematical Problems in Engineering
11 Mathematical Methods of Operations Research
11 Journal of Systems Science and Complexity
11 Modern Stochastics. Theory and Applications
10 Annals of Operations Research
10 Frontiers of Mathematics in China
9 Journal of Statistical Planning and Inference
9 Journal of Mathematical Sciences (New York)
8 Annals of the Institute of Statistical Mathematics
8 Journal of Economic Dynamics & Control
8 Discrete Dynamics in Nature and Society
8 SIAM Journal on Financial Mathematics
7 Applied Mathematics and Optimization
7 Communications in Statistics. Simulation and Computation
7 Abstract and Applied Analysis
6 Automatica
6 Mathematical and Computer Modelling
6 Queueing Systems
6 Quantitative Finance
6 Decisions in Economics and Finance
6 Stochastics
6 Mathematical Control and Related Fields
5 SIAM Journal on Control and Optimization
5 Operations Research Letters
5 Theory of Probability and Mathematical Statistics
5 Bernoulli
5 International Journal of Theoretical and Applied Finance
5 Journal of Applied Statistics
5 Journal of Applied Mathematics
5 Acta Mathematica Scientia. Series B. (English Edition)
5 Journal of Applied Mathematics and Computing
5 Advances in Difference Equations
5 Mathematics and Financial Economics
5 Journal of Statistical Theory and Practice
4 Archiv für Mathematische Logik und Grundlagenforschung
4 Journal of Mathematical Analysis and Applications
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Probability and Mathematical Statistics
4 Aequationes Mathematicae
4 Automation and Remote Control
4 Computational Statistics and Data Analysis
4 Applied Mathematical Finance
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Extremes
4 The ANZIAM Journal
4 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
4 Science China. Mathematics
3 Computers & Mathematics with Applications
3 Discrete Applied Mathematics
3 Journal of Mathematical Biology
3 Moscow University Mathematics Bulletin
3 Ukrainian Mathematical Journal
3 Theory of Probability and its Applications
3 Fuzzy Sets and Systems
3 Journal of Mathematical Economics
3 Naval Research Logistics
3 Statistica Neerlandica
3 Journal of Theoretical Probability
3 Cybernetics and Systems Analysis
3 Statistical Papers
3 Soft Computing
3 Lobachevskii Journal of Mathematics
3 International Journal of Stochastic Analysis
3 Annals of Finance
2 The Canadian Journal of Statistics
2 Journal of Computational Physics
2 Metrika
2 Rocky Mountain Journal of Mathematics
2 The Annals of Probability
2 Information Sciences
...and 154 more Serials
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Cited in 39 Fields

1,826 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1,171 Probability theory and stochastic processes (60-XX)
779 Statistics (62-XX)
246 Systems theory; control (93-XX)
86 Calculus of variations and optimal control; optimization (49-XX)
67 Numerical analysis (65-XX)
67 Operations research, mathematical programming (90-XX)
52 Integral equations (45-XX)
26 Partial differential equations (35-XX)
26 Integral transforms, operational calculus (44-XX)
16 Computer science (68-XX)
13 Mathematical logic and foundations (03-XX)
13 Biology and other natural sciences (92-XX)
11 Combinatorics (05-XX)
8 Difference and functional equations (39-XX)
6 Special functions (33-XX)
5 Real functions (26-XX)
5 Ordinary differential equations (34-XX)
5 Approximations and expansions (41-XX)
5 Functional analysis (46-XX)
4 Measure and integration (28-XX)
4 Harmonic analysis on Euclidean spaces (42-XX)
3 Number theory (11-XX)
3 Field theory and polynomials (12-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Dynamical systems and ergodic theory (37-XX)
3 Operator theory (47-XX)
3 Mathematics education (97-XX)
2 History and biography (01-XX)
2 Order, lattices, ordered algebraic structures (06-XX)
2 Sequences, series, summability (40-XX)
2 Statistical mechanics, structure of matter (82-XX)
2 Information and communication theory, circuits (94-XX)
1 Commutative algebra (13-XX)
1 Functions of a complex variable (30-XX)
1 Convex and discrete geometry (52-XX)
1 General topology (54-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Fluid mechanics (76-XX)

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