Gerber, Hans U.; Shiu, Elias S. W. Equivalence principle and Jewell’s inequality. (English) Zbl 1480.91207 Eur. Actuar. J. 11, No. 2, 725-730 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, Eur. Actuar. J. 11, No. 2, 725--730 (2021; Zbl 1480.91207) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Hans U. Gerber and Elias S. W. Shiu’s discussion on “Agricultural insurance ratemaking: development of a new premium principle”. (English) Zbl 1479.91322 N. Am. Actuar. J. 25, No. 3, 459-465 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 25, No. 3, 459--465 (2021; Zbl 1479.91322) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Jun An actuarial approach to pricing barrier options. (English) Zbl 1479.91324 Eur. Actuar. J. 11, No. 1, 333-339 (2021). MSC: 91G05 91G20 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Eur. Actuar. J. 11, No. 1, 333--339 (2021; Zbl 1479.91324) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Discussion on: “A general semi-Markov model for coupled lifetimes”. (English) Zbl 1454.91187 N. Am. Actuar. J. 24, No. 3, 491-494 (2020). MSC: 91G05 60J85 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 24, No. 3, 491--494 (2020; Zbl 1454.91187) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang Geometric stopping of a random walk and its applications to valuing equity-linked death benefits. (English) Zbl 1348.91269 Insur. Math. Econ. 64, 313-325 (2015). MSC: 91G20 91B30 62P05 60G40 60G50 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Insur. Math. Econ. 64, 313--325 (2015; Zbl 1348.91269) Full Text: DOI Link
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang Valuing equity-linked death benefits in jump diffusion models. (English) Zbl 1290.91162 Insur. Math. Econ. 53, No. 3, 615-623 (2013). MSC: 91G20 60J60 60G51 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Insur. Math. Econ. 53, No. 3, 615--623 (2013; Zbl 1290.91162) Full Text: DOI Link
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang Valuing equity-linked death benefits and other contingent options: a discounted density approach. (English) Zbl 1284.91233 Insur. Math. Econ. 51, No. 1, 73-92 (2012). MSC: 91B30 91G20 60G40 60H30 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Insur. Math. Econ. 51, No. 1, 73--92 (2012; Zbl 1284.91233) Full Text: DOI Link
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang The Omega model: from bankruptcy to occupation times in the red. (English) Zbl 1256.91057 Eur. Actuar. J. 2, No. 2, 259-272 (2012). MSC: 91G40 91B30 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Eur. Actuar. J. 2, No. 2, 259--272 (2012; Zbl 1256.91057) Full Text: DOI
Gerber, Hans U.; Yang, Hailiang Obtaining the dividends-penalty identities by interpretation. (English) Zbl 1231.91487 Insur. Math. Econ. 47, No. 2, 206-207 (2010). MSC: 91G70 91B30 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{H. Yang}, Insur. Math. Econ. 47, No. 2, 206--207 (2010; Zbl 1231.91487) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang An elementary approach to discrete models of dividend strategies. (English) Zbl 1231.91433 Insur. Math. Econ. 46, No. 1, 109-116 (2010). MSC: 91G20 60J20 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Insur. Math. Econ. 46, No. 1, 109--116 (2010; Zbl 1231.91433) Full Text: DOI Link
Gerber, Hans U.; Shiu, Elias S. W. 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”. (English) Zbl 1483.91195 N. Am. Actuar. J. 13, No. 2, 277-278 (2009). MSC: 91G05 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 13, No. 2, 277--278 (2009; Zbl 1483.91195) Full Text: DOI
Gerber, H. U.; Shiu, E. S. W.; Yang, H. Crossing time of annuities with exponential payment rates. (English) Zbl 1333.91027 Mitt., Schweiz. Aktuarver. 2009, No. 1-2, 96-100 (2009). MSC: 91G05 60H30 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Mitt., Schweiz. Aktuarver. 2009, No. 1--2, 96--100 (2009; Zbl 1333.91027) Full Text: Link
Albrecher, Hansjörg; Gerber, Hans U. On the non-optiomality of proportional reinsurance according to the dividend criterion. (English) Zbl 1333.91016 Mitt., Schweiz. Aktuarver. 2009, No. 1-2, 94-95 (2009). MSC: 91G05 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{H. U. Gerber}, Mitt., Schweiz. Aktuarver. 2009, No. 1--2, 94--95 (2009; Zbl 1333.91016) Full Text: Link
Gerber, Hans U.; Shiu, Elias S. W. Authors’ reply: “On optimal dividend strategies in the compound Poisson model”, discussion by Bangwon Ko. (English) Zbl 1481.91169 N. Am. Actuar. J. 12, No. 2, 216-219 (2008). MSC: 91G05 60G55 60J65 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 12, No. 2, 216--219 (2008; Zbl 1481.91169) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. “Asset allocation with hedge funds on the menu”, Phelim Boyle and Sun Siang Liew, October 2007. (English) Zbl 1481.91194 N. Am. Actuar. J. 12, No. 1, 89-90 (2008). MSC: 91G10 62P05 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 12, No. 1, 89--90 (2008; Zbl 1481.91194) Full Text: DOI
Avanzi, Benjamin; Gerber, Hans U. Optimal dividends in the dual model with diffusion. (English) Zbl 1274.91463 Astin Bull. 38, No. 2, 653-667 (2008). MSC: 91G50 PDFBibTeX XMLCite \textit{B. Avanzi} and \textit{H. U. Gerber}, ASTIN Bull. 38, No. 2, 653--667 (2008; Zbl 1274.91463) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel Methods for estimating the optimal dividend barrier and the probability of ruin. (English) Zbl 1141.91513 Insur. Math. Econ. 42, No. 1, 243-254 (2008). MSC: 91B30 91G50 60G40 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Insur. Math. Econ. 42, No. 1, 243--254 (2008; Zbl 1141.91513) Full Text: DOI
Gerber, Hans U.; Yang, Hailiang Absolute ruin probabilities in a jump diffusion risk model with investment. (English) Zbl 1480.91208 N. Am. Actuar. J. 11, No. 3, 159-169 (2007). MSC: 91G05 60G55 60J60 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{H. Yang}, N. Am. Actuar. J. 11, No. 3, 159--169 (2007; Zbl 1480.91208) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Authors’ reply: “On the merger of two companies” – discussion by Hansjörg Albrecher and Stefan Thonhauser. (English) Zbl 1480.91307 N. Am. Actuar. J. 11, No. 2, 159 (2007). MSC: 91G50 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 11, No. 2, 159 (2007; Zbl 1480.91307) Full Text: DOI
Shiu, Elias S. W.; Gerber, Hans U. Authors’ reply: “On optimal dividend strategies in the compound Poisson model”, discussion by Eric C. K. Cheung. (English) Zbl 1480.91242 N. Am. Actuar. J. 11, No. 1, 161-162 (2007). MSC: 91G05 60G55 60J65 PDFBibTeX XMLCite \textit{E. S. W. Shiu} and \textit{H. U. Gerber}, N. Am. Actuar. J. 11, No. 1, 161--162 (2007; Zbl 1480.91242) Full Text: DOI
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. Optimal dividends in the dual model. (English) Zbl 1131.91026 Insur. Math. Econ. 41, No. 1, 111-123 (2007). Reviewer: Antonis Papapantoleon (Wien) MSC: 91G50 91B30 60G51 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 41, No. 1, 111--123 (2007; Zbl 1131.91026) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Authors’ reply: “On optimal dividend strategies in the compound Poisson model”. (English) Zbl 1480.91206 N. Am. Actuar. J. 10, No. 3, 84 (2006). MSC: 91G05 60G55 60J65 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 10, No. 3, 84 (2006; Zbl 1480.91206) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. On the merger of two companies. (English) Zbl 1480.91306 N. Am. Actuar. J. 10, No. 3, 60-67 (2006). MSC: 91G50 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 10, No. 3, 60--67 (2006; Zbl 1480.91306) Full Text: DOI
Cai, Jun; Gerber, Hans U.; Yang, Hailiang Authors’ reply to: “Comment to: ‘Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest’ ”. (English) Zbl 1479.91309 N. Am. Actuar. J. 10, No. 2, 119 (2006). MSC: 91G05 60J60 60J65 PDFBibTeX XMLCite \textit{J. Cai} et al., N. Am. Actuar. J. 10, No. 2, 119 (2006; Zbl 1479.91309) Full Text: DOI
Cai, Jun; Gerber, Hans U.; Yang, Hailiang Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. (English) Zbl 1479.91308 N. Am. Actuar. J. 10, No. 2, 94-108 (2006). MSC: 91G05 60J60 60J65 PDFBibTeX XMLCite \textit{J. Cai} et al., N. Am. Actuar. J. 10, No. 2, 94--108 (2006; Zbl 1479.91308) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. On optimal dividend strategies in the compound Poisson model. (English) Zbl 1479.91323 N. Am. Actuar. J. 10, No. 2, 76-93 (2006). MSC: 91G05 60G55 60J65 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 10, No. 2, 76--93 (2006; Zbl 1479.91323) Full Text: DOI Link
Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel Maximizing dividends without bankruptcy. (English) Zbl 1162.91375 Astin Bull. 36, No. 1, 5-23 (2006). MSC: 91G50 91B30 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., ASTIN Bull. 36, No. 1, 5--23 (2006; Zbl 1162.91375) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. On optimal dividends: from reflection to refraction. (English) Zbl 1089.91023 J. Comput. Appl. Math. 186, No. 1, 4-22 (2006). Reviewer: Qin Lu (Easton) MSC: 91G50 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, J. Comput. Appl. Math. 186, No. 1, 4--22 (2006; Zbl 1089.91023) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. The time value of ruin in a Sparre Andersen model. With discussion and a reply by the authors. (English) Zbl 1085.62508 N. Am. Actuar. J. 9, No. 2, 49-84 (2005). MSC: 62P05 91G50 60K10 60K05 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 9, No. 2, 49--84 (2005; Zbl 1085.62508) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Optimal dividends: analysis with Brownian motion. (English) Zbl 1085.62122 N. Am. Actuar. J. 8, No. 1, 1-20 (2004). MSC: 62P05 60J70 91G50 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 8, No. 1, 1--20 (2004; Zbl 1085.62122) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Pricing perpetual fund protection with withdrawal option (With discussion and a reply by the authors). (English) Zbl 1084.60512 N. Am. Actuar. J. 7, No. 2, 60-92 (2003). MSC: 60G35 60G17 91G20 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 2, 60--92 (2003; Zbl 1084.60512) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. (English) Zbl 1084.91507 N. Am. Actuar. J. 7, No. 1, 48-67 (2003). MSC: 91G20 60J70 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 1, 48--67 (2003; Zbl 1084.91507) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. 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. (English) Zbl 1083.91517 N. Am. Actuar. J. 4, No. 2, 42-62 (2000). MSC: 91G10 91B30 62P05 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 4, No. 2, 42--62 (2000; Zbl 1083.91517) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. From ruin theory to pricing reset guarantees and perpetual put options. (English) Zbl 0939.91065 Insur. Math. Econ. 24, No. 1-2, 3-14 (1999). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, Insur. Math. Econ. 24, No. 1--2, 3--14 (1999; Zbl 0939.91065) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Pricing perpetual options for jump processes. With discussion by X. Sheldon Lin and Xiaolan Zhang and a reply by the authors. (English) Zbl 1081.91528 N. Am. Actuar. J. 2, No. 3, 101-112 (1998). MSC: 91G20 60G35 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 2, No. 3, 101--112 (1998; Zbl 1081.91528) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. On the time value of ruin. With discussion and a reply by the authors. (English) Zbl 1081.60550 N. Am. Actuar. J. 2, No. 1, 48-78 (1998). MSC: 60K10 60G44 60K05 62E10 62P05 91B30 91G50 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 2, No. 1, 48--78 (1998; Zbl 1081.60550) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. (English) Zbl 0894.90047 Insur. Math. Econ. 21, No. 2, 129-137 (1997). MSC: 91B30 91G50 60K05 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, Insur. Math. Econ. 21, No. 2, 129--137 (1997; Zbl 0894.90047) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Martingale approach to pricing perpetual American options on two stocks. (English) Zbl 0919.90009 Math. Finance 6, No. 3, 303-322 (1996). MSC: 91G20 60G40 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, Math. Finance 6, No. 3, 303--322 (1996; Zbl 0919.90009) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Actuarial bridges to dynamic hedging and option pricing. (English) Zbl 0896.62112 Insur. Math. Econ. 18, No. 3, 183-218 (1996). MSC: 62P05 91G20 91G10 60G35 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, Insur. Math. Econ. 18, No. 3, 183--218 (1996; Zbl 0896.62112) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. Pricing financial contracts with indexed homogeneous payoff. (English) Zbl 0816.90012 Mitt., Schweiz. Ver. Versicherungsmath. 1994, No. 2, 143-166 (1994). MSC: 91G20 91B25 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, Mitt., Schweiz. Ver. Versicherungsmath. 1994, No. 2, 143--166 (1994; Zbl 0816.90012)
Gerber, Hans U.; Shiu, Elias S. W. Non-uniqueness of option prices. (English) Zbl 0709.62504 Insur. Math. Econ. 7, No. 1, 67-69 (1988). MSC: 62P05 91G20 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, Insur. Math. Econ. 7, No. 1, 67--69 (1988; Zbl 0709.62504) Full Text: DOI