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. 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 A constraint-free approach to optimal reinsurance. (English) Zbl 1418.91238 Scand. Actuar. J. 2019, No. 1, 62-79 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Scand. Actuar. J. 2019, No. 1, 62--79 (2019; Zbl 1418.91238) 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
Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. The optimal dividend barrier in the gamma-omega model. (English) Zbl 1219.91062 Eur. Actuar. J. 1, No. 1, 43-55 (2011). MSC: 91B30 60J70 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Eur. Actuar. J. 1, No. 1, 43--55 (2011; Zbl 1219.91062) 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, 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.; 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
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. Discussion to: “On the expected discounted penalty function for Lévy risk processes”. (English) Zbl 1480.91077 N. Am. Actuar. J. 10, No. 4, 216-218 (2006). MSC: 91B05 60G51 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 10, No. 4, 216--218 (2006; Zbl 1480.91077) 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
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. 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. “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). (English) Zbl 1084.60546 N. Am. Actuar. J. 7, No. 4, 96-101 (2003). MSC: 60K05 60K10 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 4, 96--101 (2003; Zbl 1084.60546) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). (English) Zbl 1084.60545 N. Am. Actuar. J. 7, No. 3, 117-119 (2003). MSC: 60K05 60K10 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 3, 117--119 (2003; Zbl 1084.60545) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W. 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. (English) Zbl 1084.91517 N. Am. Actuar. J. 7, No. 3, 37-56 (2003). MSC: 91B30 60J70 60J65 PDFBibTeX XMLCite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 3, 37--56 (2003; Zbl 1084.91517) 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
Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W. Discounted probabilities and ruin theory in the compound binomial model. (English) Zbl 1013.91063 Insur. Math. Econ. 26, No. 2-3, 239-250 (2000). Reviewer: Alexandra Rodkina (Mona, Kingston) MSC: 91B30 PDFBibTeX XMLCite \textit{S. Cheng} et al., Insur. Math. Econ. 26, No. 2--3, 239--250 (2000; Zbl 1013.91063) 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