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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

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 1081.60550
Gerber, Hans U.; Shiu, Elias S. W.
388
1998
An introduction to mathematical risk theory. Zbl 0431.62066
Gerber, Hans U.
340
1979
Actuarial mathematics. Zbl 0634.62107
Bowers, 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 0723.62065
Dufresne, François; Gerber, Hans U.
169
1991
Optimal dividends: analysis with Brownian motion. Zbl 1085.62122
Gerber, 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 1085.62508
Gerber, 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 0894.90047
Gerber, Hans U.; Shiu, Elias S. W.
113
1997
On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. Zbl 0924.60075
Gerber, Hans U.; Landry, Bruno
100
1998
Optimal dividends in the dual model. Zbl 1131.91026
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W.
94
2007
On convex principles of premium calculation. Zbl 0579.62090
Deprez, Olivier; Gerber, Hans U.
88
1985
An extension of the renewal equation and its application in the collective theory of risk. Zbl 0229.60062
Gerber, Hans U.
72
1970
Entscheidungskriterien für den zusammengesetzten Poisson-Prozeß. Zbl 0193.20501
Gerber, H. U.
70
1969
Some results for discrete unimodality. Zbl 0236.60017
Keilson, J.; Gerber, H.
70
1971
Games of economic survival with discrete- and continuous-income processes. Zbl 0236.90079
Gerber, Hans U.
66
1972
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
Actuarial bridges to dynamic hedging and option pricing. Zbl 0896.62112
Gerber, Hans U.; Shiu, Elias S. W.
59
1996
Discounted probabilities and ruin theory in the compound binomial model. Zbl 1013.91063
Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W.
56
2000
Optimal dividends in the dual model with diffusion. Zbl 1274.91463
Avanzi, Benjamin; Gerber, Hans U.
54
2008
When does the surplus reach a given target? Zbl 0731.62153
Gerber, Hans U.
50
1990
A note on the dividends-penalty identity and the optimal dividend barrier. Zbl 1162.91374
Gerber, Hans U.; Lin, X. Sheldon; Yang, Hailiang
49
2006
The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062
Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W.
49
2011
On optimal dividends: from reflection to refraction. Zbl 1089.91023
Gerber, Hans U.; Shiu, Elias S. W.
44
2006
Utility functions: from risk theory to finance. With discussion and a reply by the authors. Zbl 1081.91511
Gerber, Hans U.; Pafumi, Gérard
39
1998
On the probability of ruin in the presence of a linear dividend barrier. Zbl 0455.62086
Gerber, Hans U.
37
1981
Error bounds for the compound Poisson approximation. Zbl 0541.62097
Gerber, Hans U.
33
1984
Martingales in risk theory. Zbl 0278.60047
Gerber, Hans U.
32
1973
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
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
31
2012
Martingale approach to pricing perpetual American options on two stocks. Zbl 0919.90009
Gerber, Hans U.; Shiu, Elias S. W.
30
1996
Mathematical fun with ruin theory. Zbl 0657.62121
Gerber, Hans U.
29
1988
From ruin theory to pricing reset guarantees and perpetual put options. Zbl 0939.91065
Gerber, Hans U.; Shiu, Elias S. W.
27
1999
The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang
27
2012
Valuing equity-linked death benefits in jump diffusion models. Zbl 1290.91162
Gerber, 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 0449.60050
Gerber, Hans U.; Li, Shuo-Yen Robert
25
1981
Ruin theory in the linear model. Zbl 0505.62086
Gerber, Hans U.
25
1982
Der Einfluß von Zins auf die Ruinwahrscheinlichkeit. Zbl 0217.26804
Gerber, H.
25
1971
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
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.
23
2003
The discounted central limit theorem and its Berry-Esséen analogue. Zbl 0224.60012
Gerber, 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 1081.91528
Gerber, Hans U.; Shiu, Elias S. W.
23
1998
Methods for estimating the optimal dividend barrier and the probability of ruin. Zbl 1141.91513
Gerber, 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 1083.91516
Gerber, Hans U.; Pafumi, Gérard
22
2000
On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums. Zbl 0479.62076
Gerber, Hans U.
20
1982
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.
20
2003
The dilemma between dividends and safety and a generalization of the Lundberg-Cramer formulas. Zbl 0281.62097
Gerber, Hans
19
1974
A direct approach to the discounted penalty function. Zbl 1219.91063
Albrecher, Hansjörg; Gerber, Hans U.; Yang, Hailiang
19
2010
Optimal dividends with incomplete information in the dual model. Zbl 1189.91074
Gerber, Hans U.; Smith, Nathaniel
18
2008
Credibility for Esscher premiums. Zbl 0446.62110
Gerber, 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 1084.60545
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
“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.
15
2003
On the representation of additive principles of premium calculation. Zbl 0484.62109
Gerber, 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 0869.62072
Gerber, Hans U.
14
1997
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.
12
2000
On additive principles of zero utility. Zbl 0584.62172
Gerber, Hans U.
11
1985
Life insurance mathematics. Transl. from the German by W. Neuhaus. Zbl 0754.62081
Gerber, Hans U.
11
1990
An extension of Schütte’s Klammersymbole. Zbl 0162.01901
Gerber, H.
11
1967
An elementary approach to discrete models of dividend strategies. Zbl 1231.91433
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang
11
2010
On optimal dividend strategies in the compound Poisson model. Zbl 1479.91323
Gerber, Hans U.; Shiu, Elias S. W.
9
2006
Chains of reinsurance. Zbl 0532.62083
Gerber, Hans U.
9
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
7
2015
On the probability of ruin for infinitely divisible claim amount distributions. Zbl 0781.62162
Gerber, Hans U.
5
1992
Credibility formulas of the updating type. Zbl 0334.60053
Gerber, Hans U.; Jones, Donald A.
5
1975
A constraint-free approach to optimal reinsurance. Zbl 1418.91238
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang
5
2019
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
On the probability of ruin in an autoregressive model. Zbl 0482.62091
Gerber, 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 0881.62108
Gerber, Hans U.
4
1995
First one hundred zeros of \(J_ 0(x)\) accurate to 19 significant figures. Zbl 0126.13406
Gerber, H.
4
1964
Rational ruin problems - a note for the teacher. Zbl 0723.62066
Dufresne, François; Gerber, Hans U.
4
1991
An unbayesed approach to credibility. Zbl 0499.62091
Gerber, Hans U.
3
1982
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
Obtaining the dividends-penalty identities by interpretation. Zbl 1231.91487
Gerber, Hans U.; Yang, Hailiang
3
2010
Some alternatives for the individual model. Zbl 0818.62092
Kaas, R.; Gerber, H. U.
3
1994
A note on moments of dividends. Zbl 1299.91052
Albrecher, Hansjörg; Gerber, Hans U.
3
2011
A simple proof of Feller’s characterization of the compound Poisson distributions. Zbl 0614.62010
Valderrama Ospina, A.; Gerber, H. U.
3
1987
Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308
Cai, Jun; Gerber, Hans U.; Yang, Hailiang
2
2006
A characterization of certain families of distributions via Esscher transforms and independence. Zbl 0448.62007
Gerber, Hans U.
2
1980
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
Lebensversicherungsmathematik. Zbl 0594.62111
Gerber, Hans U.
2
1986
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
Brouwer’s bar theorem and a system of ordinal notations. Zbl 0205.01103
Gerber, H.
2
1970
Crossing time of annuities with exponential payment rates. Zbl 1333.91027
Gerber, H. U.; Shiu, E. S. W.; Yang, H.
2
2009
Absolute ruin probabilities in a jump diffusion risk model with investment. Zbl 1480.91208
Gerber, Hans U.; Yang, Hailiang
1
2007
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
From the convolution of uniform distributions to the probability of ruin. Zbl 0692.62078
Gerber, Hans U.
1
1989
From perpetual strangles to Russian options. Zbl 0822.60042
Gerber, Hans U.; Shiu, Elias S. W.
1
1994
Abschätzung der Ruinwahrscheinlichkeit mit den Methoden der Fluktuationstheorie für Zufallswege. Zbl 0186.25203
Gerber, H.
1
1969
On the non-optiomality of proportional reinsurance according to the dividend criterion. Zbl 1333.91016
Albrecher, Hansjörg; Gerber, Hans U.
1
2009
Skewness and stock option prices. With discussion and a reply by the authors. Zbl 1080.60505
Gerber, Hans U.; Landry, Bruno
1
1997
Ein Satz von Khintchin und die Varianz von unimodalen Verteilungen. Zbl 0244.62014
Gerber, Hans U.
1
1972
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
7
2015
Valuing equity-linked death benefits in jump diffusion models. Zbl 1290.91162
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang
27
2013
Valuing equity-linked death benefits and other contingent options: a discounted density approach. Zbl 1284.91233
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang
31
2012
The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang
27
2012
The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062
Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W.
49
2011
A note on moments of dividends. Zbl 1299.91052
Albrecher, Hansjörg; Gerber, Hans U.
3
2011
A direct approach to the discounted penalty function. Zbl 1219.91063
Albrecher, Hansjörg; Gerber, Hans U.; Yang, Hailiang
19
2010
An elementary approach to discrete models of dividend strategies. Zbl 1231.91433
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang
11
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
Optimal dividends in the dual model with diffusion. Zbl 1274.91463
Avanzi, Benjamin; Gerber, Hans U.
54
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
22
2008
Optimal dividends with incomplete information in the dual model. Zbl 1189.91074
Gerber, Hans U.; Smith, Nathaniel
18
2008
Optimal dividends in the dual model. Zbl 1131.91026
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W.
94
2007
Absolute ruin probabilities in a jump diffusion risk model with investment. Zbl 1480.91208
Gerber, Hans U.; Yang, Hailiang
1
2007
A note on the dividends-penalty identity and the optimal dividend barrier. Zbl 1162.91374
Gerber, Hans U.; Lin, X. Sheldon; Yang, Hailiang
49
2006
On optimal dividends: from reflection to refraction. Zbl 1089.91023
Gerber, Hans U.; Shiu, Elias S. W.
44
2006
Maximizing dividends without bankruptcy. Zbl 1162.91375
Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel
24
2006
On optimal dividend strategies in the compound Poisson model. Zbl 1479.91323
Gerber, Hans U.; Shiu, Elias S. W.
9
2006
Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. Zbl 1479.91308
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.
122
2005
Optimal dividends: analysis with Brownian motion. Zbl 1085.62122
Gerber, Hans U.; Shiu, Elias S. W.
152
2004
Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. Zbl 1084.91507
Gerber, 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 1084.91517
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.
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 1084.60545
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.
15
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.
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 1083.91516
Gerber, 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 1083.91517
Gerber, Hans U.; Shiu, Elias S. W.
12
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.
388
1998
On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. Zbl 0924.60075
Gerber, Hans U.; Landry, Bruno
100
1998
Utility functions: from risk theory to finance. With discussion and a reply by the authors. Zbl 1081.91511
Gerber, 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 1081.91528
Gerber, 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 0894.90047
Gerber, 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 0869.62072
Gerber, Hans U.
14
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.
59
1996
Martingale approach to pricing perpetual American options on two stocks. Zbl 0919.90009
Gerber, 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 0881.62108
Gerber, Hans U.
4
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.
169
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.
50
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.
29
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.
268
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.
88
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.
9
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
Ruin theory in the linear model. Zbl 0505.62086
Gerber, Hans U.
25
1982
On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums. Zbl 0479.62076
Gerber, Hans U.
20
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
25
1981
On the representation of additive principles of premium calculation. Zbl 0484.62109
Gerber, Hans U.; Goovaerts, Marc J.
14
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
On the probability of ruin in an autoregressive model. Zbl 0482.62091
Gerber, Hans U.
4
1981
Credibility for Esscher premiums. Zbl 0446.62110
Gerber, Hans U.
16
1980
A characterization of certain families of distributions via Esscher transforms and independence. Zbl 0448.62007
Gerber, Hans U.
2
1980
An introduction to mathematical risk theory. Zbl 0431.62066
Gerber, Hans U.
340
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.
5
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
19
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.
66
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.
70
1971
Der Einfluß von Zins auf die Ruinwahrscheinlichkeit. Zbl 0217.26804
Gerber, H.
25
1971
The discounted central limit theorem and its Berry-Esséen analogue. Zbl 0224.60012
Gerber, Hans U.
23
1971
An extension of the renewal equation and its application in the collective theory of risk. Zbl 0229.60062
Gerber, Hans U.
72
1970
Brouwer’s bar theorem and a system of ordinal notations. Zbl 0205.01103
Gerber, H.
2
1970
Entscheidungskriterien für den zusammengesetzten Poisson-Prozeß. Zbl 0193.20501
Gerber, H. U.
70
1969
Abschätzung der Ruinwahrscheinlichkeit mit den Methoden der Fluktuationstheorie für Zufallswege. Zbl 0186.25203
Gerber, H.
1
1969
An extension of Schütte’s Klammersymbole. Zbl 0162.01901
Gerber, H.
11
1967
First one hundred zeros of \(J_ 0(x)\) accurate to 19 significant figures. Zbl 0126.13406
Gerber, H.
4
1964
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. Theory and Methods
45 Scandinavian Actuarial Journal
41 Methodology and Computing in Applied Probability
32 Applied Mathematics and Computation
31 Acta Mathematicae Applicatae Sinica. English Series
29 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
29 European Actuarial Journal
28 Stochastic Models
27 European Journal of Operational Research
26 Stochastic Processes and their Applications
21 Journal of Industrial and Management Optimization
20 Advances in Applied Probability
19 Applied Stochastic Models in Business and Industry
18 The Annals of Applied Probability
18 Applied Mathematics. Series B (English Edition)
15 Lithuanian Mathematical Journal
13 Journal of the Korean Statistical Society
12 Mathematical Finance
12 Acta Mathematica Sinica. English Series
11 Journal of Optimization Theory and Applications
11 Stochastic Analysis and Applications
11 Mathematical Problems in Engineering
11 Finance and Stochastics
10 Mathematical Methods of Operations Research
10 Journal of Systems Science and Complexity
10 Frontiers of Mathematics in China
9 Annals of Operations Research
9 Modern Stochastics. Theory and Applications
8 Annals of the Institute of Statistical Mathematics
8 Journal of Economic Dynamics & Control
8 Journal of Mathematical Sciences (New York)
8 Discrete Dynamics in Nature and Society
7 Journal of Statistical Planning and Inference
7 Communications in Statistics. Simulation and Computation
7 Abstract and Applied Analysis
6 Mathematical and Computer Modelling
6 Queueing Systems
6 Probability in the Engineering and Informational Sciences
6 Stochastics
5 Automatica
5 SIAM Journal on Control and Optimization
5 Theory of Probability and Mathematical Statistics
5 Bernoulli
5 Quantitative Finance
5 Decisions in Economics and Finance
5 Journal of Applied Mathematics
5 Journal of Applied Mathematics and Computing
5 Journal of Statistical Theory and Practice
5 SIAM Journal on Financial Mathematics
4 Archiv für Mathematische Logik und Grundlagenforschung
4 Journal of Mathematical Analysis and Applications
4 Applied Mathematics and Optimization
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Operations Research Letters
4 Probability and Mathematical Statistics
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 International Journal of Theoretical and Applied Finance
4 The ANZIAM Journal
4 Advances in Difference Equations
4 Mathematics and Financial Economics
4 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
4 Science China. Mathematics
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 Statistica Neerlandica
3 Journal of Theoretical Probability
3 Aequationes Mathematicae
3 Cybernetics and Systems Analysis
3 Statistical Papers
3 Journal of Applied Statistics
3 Extremes
3 Lobachevskii Journal of Mathematics
3 Mathematical Control and Related Fields
2 The Canadian Journal of Statistics
2 Computers & Mathematics with Applications
2 Metrika
2 Rocky Mountain Journal of Mathematics
2 The Annals of Probability
2 Journal of Combinatorial Theory. Series B
2 Journal of Econometrics
2 Journal of Mathematical Economics
2 Journal of Mathematical Psychology
2 Journal of Multivariate Analysis
2 Mathematics of Operations Research
2 Applied Mathematics and Mechanics. (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