An elementary approach to discrete models of dividend strategies von Gerber, Hans U., Shiu, Elias S.W., Yang, Hailiang

Volltext

Methods for estimating the optimal dividend barrier and the probability of ruin von Gerber, Hans U., Shiu, Elias S.W., Smith, Nathaniel

Volltext

Pricing maturity guarantee with dynamic withdrawal benefit von Ko, Bangwon, Shiu, Elias S.W., Wei, Li

Volltext

Maximizing Dividends without Bankruptcy von Gerber, Hans U., Shiu, Elias S.W., Smith, Nathaniel

Volltext

The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin von Gerber, Hans U., Shiu, Elias S.W.

Volltext

Valuing equity-linked death benefits in jump diffusion models von Gerber, Hans U., Shiu, Elias S.W., Yang, Hailiang

Volltext

Discounted probabilities and ruin theory in the compound binomial model von Cheng, Shixue, Gerber, Hans U., Shiu, Elias S.W.

Volltext

An elementary derivation of Hattendorff’s theorem von Shiu, Elias S. W., Xiong, Xiaoyi

Volltext

Geometric stopping of a random walk and its applications to valuing equity-linked death benefits von Gerber, Hans U., Shiu, Elias S.W., Yang, Hailiang

Volltext

An actuarial approach to pricing barrier options von Gerber, Hans U., Shiu, Elias S. W., Yang, Jun

Volltext

Equivalence principle and Jewell’s inequality von Gerber, Hans U., Shiu, Elias S. W.

Volltext

Valuing equity-linked death benefits and other contingent options: A discounted density approach von Gerber, Hans U., Shiu, Elias S.W., Yang, Hailiang

Volltext

Optimal dividends in the dual model von Avanzi, Benjamin, U. Gerber, Hans, S.W. Shiu, Elias

Volltext

A constraint-free approach to optimal reinsurance von Gerber, Hans U., Shiu, Elias S.W., Yang, Hailiang

Volltext

Maximizing Dividends without Bankruptcy von Gerber, Hans U., Shiu, Elias S.W., Smith, Nathaniel

Volltext

The optimal dividend barrier in the Gamma–Omega model von Albrecher, Hansjörg, Gerber, Hans U., Shiu, Elias S. W.

Volltext

The Omega model: from bankruptcy to occupation times in the red von Gerber, Hans U., Shiu, Elias S. W., Yang, Hailiang

Volltext

From ruin theory to pricing reset guarantees and perpetual put options von Gerber, Hans U., Shiu, Elias S.W.

Volltext

On optimal dividends: From reflection to refraction von Gerber, Hans U., Shiu, Elias S.W.

Volltext

Martingale Approach to Pricing Perpetual American Options von Gerber, Hans U., Shiu, Elias S.W.

Volltext