Research directions
Risk Theory
Analysis of criteria for the stability and solvency of insurance companies
Rate making and application of credibility
Prévoyance professionnelle et son financement
Mathematical Finance, in particular in relation with the evaluation of risk
Gestion actifs-passifs pour caisses de pension et compagnies d'assurances
Les problèmes de contrôle et d'analyse des résultats
Hans U. Gerber and Elias S. W. Shiu:
On the merger of two companies
On optimal dividend strategies in the compound Poisson model
The time value of ruin in a Sparre Andersen model
On optimal dividends: from reflection to refraction
