Département de sciences actuarielles

Equipe principale
Publications | Mémoires et thèses

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617 publications

... | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | ...
2012
Asymptotics of maxima of strongly dependent Gaussian processes
Tan Z., Hashova E., Peng Z., 2012. Journal of Applied Probability, 49 (4) pp. 1106--1118. Peer-reviewed.
[URN][serval:BIB_892F666133E9]
Calculation of Bayes premium for conditional elliptical risks
Kume A., Hashorva E., 2012. Insurance: Mathematics and Economics, 51 (3) pp. 632-635. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_F08A8AD0E78F]
 
Do non-strictly stable laws on positively graduated simply connected nilpotent Lie groups Lie in their own domain of normal attraction?
Neuenschwander D., 2012. Probability and Mathematical Statistics, 32 (2) pp. 189-202. Peer-reviewed.
[WoS][serval:BIB_F816F54DFA36]
Exact tail asymptotics in bivariate scale mixture models
Hashorva E., 2012. Extremes, 15 (1) pp. 109-128. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_A8E6D7A632C8]
Extremes of independent chi-square random vectors
Hashorva E., Kabluchko Z., Wübker A., 2012. Extremes, 15 (1) pp. 35-42. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_AF1B1B2C592C]
Forecasting Mortality: When Academia Meets Practice
Arnold S., 2012. European Actuarial Journal, 2 (1) pp. 49-76. Peer-reviewed.
[URN][DOI][serval:BIB_F0FC6B1F3788]
 
Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence.
Peng Z, Tong J & Weng Z , 2012. Acta Mathematica Sinica, English Series, 28 (8) pp. 1647-1662. Peer-reviewed.
[DOI][serval:BIB_E842E4D1DF67]
 
Limit theorems for the spacings of weak records
Hashorva E., Stepanov A., 2012. Metrika, 75 (2) pp. 163-180. Peer-reviewed.
[DOI][WoS][serval:BIB_DF0F550B8CC2]
On optimal dividend strategies in insurance with a random time horizon
Albrecher H., Thonhauser S., 2012. pp. 157-180 dans Stochastic processes, finance and control. Festschrift for Robert Elliott., World Scientific.
[URN][DOI][serval:BIB_D99F20AD1C33]
 
On the infinite sums of deflated Gaussian products
Hashorva E., Ji L., Tan Z., 2012. Electronic Communications in Probability, 17 (31) pp. 1-8. Peer-reviewed.
[DOI][serval:BIB_8E16E03571D3]
 
Pricing of Parisian options for a jump-diffusion model with two-sided jumps
Albrecher H., Kortschak D., Zhou X., 2012. Applied Mathematical Finance, 19 (2) pp. 97-129. Peer-reviewed.
[DOI][serval:BIB_A1C5F9F9CC31]
Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
Kortschak Dominik, 2012. Extremes, 15 (3) pp. 353-388. Peer-reviewed.
[URN][DOI][serval:BIB_AA1BB1893013]
 
Sturmschäden: Modellierung der versicherten Schäden in Österreich
Prettenthaler F., Albrecher H. (eds.), 2012. Studien zum Klimawandel in Österreich, 8, Verlag der Österreichischen Akademie der Wissenschaften.
[serval:BIB_FEB7F98951D9]
 
The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences.
Weng Z, Peng Z & Nadarajah S , 2012. Extremes, 15 pp. 389-406. Peer-reviewed.
[DOI][serval:BIB_4AAA7FEA2DF6]
2011
 
Modelling Mortality with Common Stochastic Long-Run Trends
Arnold (-Gaille) S., Sherris M., 2011/10. The Geneva Papers on Risk and Insurance - Issues and Practice, 36 (4) pp. 595-621. Peer-reviewed.
[DOI][WoS][serval:BIB_E1620DE65208]
 
A convolution identity for exchangeable risks
Hashorva E., 2011. Albanian Journal of Mathematics, 5 (1) pp. 43-45. Peer-reviewed.
[serval:BIB_83C343C625E9]
A note on moments of dividends
Albrecher H., Gerber H. U., 2011. Acta Mathematica Applicatae Sinica, 27 (3) pp. 353-354. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_FE00056E892B]
 
Archimedean copulas in finite and infinite dimensions - with application to ruin problems
Constantinescu C., Hashorva E., Ji L., 2011. Insurance: Mathematics & Economics, 49 (3) pp. 487-495. Peer-reviewed.
[DOI][WoS][serval:BIB_41D6DD24BF05]
 
Asymptotics of the convex hull of spherically symmetric samples
Hashorva E., 2011. Discrete Applied Mathematics, 159 (4) pp. 201-211. Peer-reviewed.
[DOI][WoS][serval:BIB_CB2B891070B3]
 
Discussion: Statistical models and methods for dependence in insurance data
Hashorva E., 2011. Journal of the Korean Statistical Society, 40 (2) pp. 151-154. Peer-reviewed.
[DOI][WoS][serval:BIB_BA5C313D8E31]
Explicit ruin formulas for models with dependence among risks
Albrecher H., Constantinescu C., Loisel S., 2011. Insurance: Mathematics & Economics, 48 (2) pp. 265-270. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_66D51061E442]
 
Future Swiss Mortality and its Impact on Swiss Social Security
Arnold S., 2011. Bulletin de l'AGLA, 35 pp. 13-24.
[serval:BIB_1621A6D35AFA]
 
On Pearson-Kotz Dirichlet distributions
Balakrishnan N., Hashorva E., 2011. Journal of Multivariate Analysis, 102 (5) pp. 948-957. Peer-reviewed.
[DOI][WoS][serval:BIB_F8B2257B6BE6]
Optimal dividend payout in random discrete time
Albrecher H., Baeuerle N., Thonhauser S., 2011. Statistics and Risk Modeling, 28 (3) pp. 251-276. Peer-reviewed.
[URN][DOI][serval:BIB_D2D253B40B7D]
Optimal dividend strategies for a compound Poisson risk process under transaction costs and power utility
Thonhauser S., Albrecher H., 2011. Stochastic Models, 27 (1) pp. 120-140. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_C06D11F424D9]
 
Portfolio optimization in a multidimensional structural-default model with a focus on private equity
Escobar Marcos, Hieber Peter, Scherer Matthias, Seco Luis, 2011. Journal of Private Equity, 15 (1) pp. 26-35.
[DOI][serval:BIB_BB4885DC54A3]
Properties of a risk measure derived from ruin theory
Trufin J., Albrecher H., Denuit M., 2011. The Geneva Risk and Insurance Review, 36 (2) pp. 174-188. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_C8B043C6DD59]
Randomized observation periods for the compound Poisson risk model: Dividends
Albrecher H., Cheung E. C. K., Thonhauser S., 2011. ASTIN Bulletin, 41 (2) pp. 645-672. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_64E683E6ACE1]
Ruin excursions, the G/G/Infinity queue and tax payments in renewal risk models
Albrecher H., Borst S., Boxma O., Resing J., 2011. Journal of Applied Probability, 48A pp. 3-14. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_C7E4C7DAFA6E]
Ruin problems under IBNR Dynamics
Trufin J., Albrecher H., Denuit M., 2011. Applied Stochastic Models in Business and Industry, 27 (6) pp. 619-632. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_FF8477DB3369]
Ruin Theory with Excess of Loss Reinsurance and Reinstatements
Albrecher H., Haas S., 2011. Applied Mathematics and Computation, 217 (20) pp. 8031-8043. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_9A0C8ADB5970]
 
The Gerber-shiu penalty functions for a perturbed risk model with two classes of risks and a threshold dividend strategy
Sun G., Zhang C., Ji L., 2011. Chinese Journal of Applied Probability and Statistics, 27 (5) pp. 543-560. Peer-reviewed.
[serval:BIB_80650B8CCD41]
The optimal dividend barrier in the Gamma-Omega model
Albrecher H., Gerber H., Shiu E., 2011. European Actuarial Journal, 1 (1) pp. 43-55. Peer-reviewed.
[URN][DOI][serval:BIB_8C8B07848F02]
 
The risk appetite of private equity sponsors
Braun Reiner, Engel Nico, Hieber Peter, Zagst Rudi, 2011. Journal of Empirical Finance, 18 (5) pp. 815-832.
[DOI][serval:BIB_AD7F8A0DF516]
2010
 
Obtaining the dividends-penalty identities by interpretation
Gerber H.U., Yang H., 2010/10. Insurance: Mathematics and Economics, 47 (2) pp. 206-207. Peer-reviewed.
[serval:BIB_1A59C29B47D2]
 
An elementary approach to discrete models of dividend strategies
Gerber H.U., Shiu E.S.W., Yang H., 2010/02. Insurance: Mathematics and Economics, 46 (1) pp. 109-116. Peer-reviewed.
[serval:BIB_95C22C5BC583]
A direct approach to the discounted penalty function
Albrecher H., Gerber H.U., Yang H., 2010. North American Actuarial Journal, 14 (4) pp. 420-434. Peer-reviewed.
[URN][DOI][serval:BIB_34C00F94A9C8]
 
A numerical approach to ruin models with excess of loss reinsurance and reinstatements
Albrecher H., Haas S., 2010. pp. 135-144 dans Proceedings of COMPSTAT 2010. Peer-reviewed, Physica-Verlag HD.
[DOI][serval:BIB_E277DF7BDB73]
An algebraic operator approach to the analysis of Gerber-Shiu functions
Albrecher H., Constantinescu C., Pirsic G., Regensburger G., Rosenkranz M., 2010. Insurance: Mathematics & Economics, 46 (1) pp. 42-51. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_2A9D0367BB82]
An asymptotic expansion for the tail of compound sums of Burr distributed random variables
Kortschak D., Albrecher H., 2010. Statistics and Probability Letters, 80 (7-8) pp. 612-620. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_E6C5832D5880]
 
Asymptotics of random contractions
Hashorva E., Pakes A.G., Tang Q., 2010. Insurance: Mathematics and Economics, 47 (3) pp. 405-414. Peer-reviewed.
[DOI][WoS][serval:BIB_6BA1B4568EFA]
 
Asymptotics of the norm of elliptical random vectors
Hashorva E., 2010. Journal of Multivariate Analysis, 101 (4) pp. 926-935. Peer-reviewed.
[DOI][WoS][serval:BIB_51A8DA70E4B3]
Asymptotics of the Sample Coefficient of Variation and the Sample Dispersion
Albrecher H., Ladoucette S., Teugels J., 2010. Journal of Statistical Planning and Inference, 140 (2) pp. 358-368. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_A5E97B82B245]
 
Boundary Non-crossings of Brownian Pillow
Hashorva E., 2010. Journal of Theoretical Probability, 23 (1) pp. 193-208. Peer-reviewed.
[DOI][WoS][serval:BIB_B88F8B062FDF]
 
Editorial on the Special Issue on Gerber-Shiu Functions
Albrecher H., Constantinescu C., Garrido J., 2010. Insurance: Mathematics & Economics, 46 (1) pp. 1-2.
[DOI][WoS][serval:BIB_D788779B6F71]
Efficiently pricing barrier options in a Markov-switching framework
Hieber Peter, Scherer Matthias, 2010. Journal of Computational and Applied Mathematics, 235 pp. 679-685.
[URN][DOI][serval:BIB_83EB9A08C66A]
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
Albrecher H., Hipp C., Kortschak D., 2010. Scandinavian Actuarial Journal 2 pp. 105-135. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_69531DB42BB3]
On the efficient evaluation of ruin probabilities for completely monotone claim size distributions
Albrecher H., Avram F., Kortschak D., 2010. Journal of Computational and Applied Mathematics, 233 (10) pp. 2724-2736. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_A54C9557DCE6]
 
On the residual dependence index of elliptical distributions
Hashorva E., 2010. Statistics & Probability Letters, 80 (13-14) pp. 1070-1078. Peer-reviewed.
[DOI][WoS][serval:BIB_46F9220AF8BE]
 
Quasi-Monte Carlo Techniques and Rare Event Sampling
Hartinger J., Kortschak D., 2010. Schweizerische Aktuarvereinigung. Mitteilungen 1-2 pp. 56-70. Peer-reviewed.
[serval:BIB_E12D3119ED38]
 
Reinsurance
Albrecher H., 2010. pp. 1539-1543 dans Encyclopedia of Quantitative Finance, Wiley.
[DOI][serval:BIB_4D1A9C50B7E8]
 
Reply to discussions on "A direct approach to the discounted penalty function"
Albrecher H., Gerber H., Yang H., 2010. North American Actuarial Journal, 14 (4) pp. 445-447. Peer-reviewed.
[DOI][serval:BIB_A2B1680FB2A4]
 
Ruin probabilities
Asmussen S. , Albrecher H., 2010., Second Edition Advanced Series on Statistical Science & Applied Probability, 14 602, World Scientific.
[URN][serval:BIB_24AE591D9CD4]
Semi-static hedging strategies for exotic options
Albrecher H., Mayer P., 2010. pp. 345-373 dans Kiesel R., Scherer M., Zagst R. (eds.) Alternative Investments and Strategies chap. 14, World Scientific.
[URN][DOI][serval:BIB_C567C42D7B38]
 
Tail asymptotics under beta random scaling
Hashorva E., Pakes A.G., 2010. Journal of Mathematical Analysis and Applications, 372 (2) pp. 496-514. Peer-reviewed.
[DOI][WoS][serval:BIB_96321E0F63DF]
 
The Gerber-Shiu penalty functions for two classes of renewal risk processes
Ji L, Zhang C, 2010. Journal of Computational and Applied Mathematics, 233 (10) pp. 2575-2589. Peer-reviewed.
[DOI][serval:BIB_EFFF7887895F]
2009
Erratum to: Uniqueness of Embedding into a Gaussian Semigroup and a Poisson Semigroup with Determinate Jump Law on a Simply Connected Nilpotent Lie Group
Neuenschwander D., 2009/12. Journal of Theoretical Probability, 22 (4) pp. 1058-1060.
[URN][DOI][WoS][serval:BIB_A4C748FC43EB]
 
A combinatorial identity for a problem in asymptotic statistics
Albrecher H., Scheicher K., Teugels J. L., 2009. Applicable Analysis and Discrete Mathematics, 3 (1) pp. 64-68. Peer-reviewed.
[DOI][WoS][serval:BIB_64EBE236A40B]
 
Advanced Financial Modelling
Albrecher H., Runggaldier W., Schachermayer W. (eds.), 2009. Radon Series of Computational and Applied Mathematics 453, de Gruyter.
[URN][serval:BIB_71D3A79E989B]
 
Anreiztheoretische Analyse des NATKAT-Modells für Österreich
Prettenthaler F., Albrecher H., Kortschak D., 2009. pp. 105-114 dans Hochwasser und dessen Versicherung in Österreich, Verlag der Österreichischen Akademie der Wissenschaften.
[serval:BIB_F2C9D8A14EA2]
Asymptotic results for the sum of dependent non-identically distributed random variables
Kortschak D., Albrecher H., 2009. Methodology and Computing in Applied Probability, 11 (3) pp. 279-306. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_8F7F200325FF]
 
Crossing Time of Annuities with Exponential Payment Rates
Gerber H.U., Shiu E.S.W., Yang H., 2009. Bulletin of the Swiss Association of Actuaries pp. 96-100. Peer-reviewed.
[serval:BIB_BCEC3278412A]
 
Einführung in die Finanzmathematik
Albrecher H., Binder A., Mayer P., 2009. Mathematik Kompakt 166, Birkhäuser.
[DOI][serval:BIB_873F4578BA2F]
 
Estimating Flood Risks for Austria, using a neighborhood relation approach
Kortschak D., Lautscham H., Pretttenthaler F., Habsburg-Lothringen C., 2009., Joanneum Research, Economics of Weather and Climate Risks Working Paper Series No. 8/2009.
[serval:BIB_002149F04783]
 
Hochwasser und dessen Versicherung in Österreich
Prettenthaler F., Albrecher H. (eds.), 2009. Studien zum Klimawandel in Österreich 127, Verlag der Österreichischen Akademie der Wissenschaften.
[serval:BIB_66E1A51A62DE]
 
Impact of underwriting cycles on the solvency of an insurance company
Trufin J., Albrecher H., Denuit M., 2009. North American Actuarial Journal, 13 (3) pp. 385-403. Peer-reviewed.
[DOI][serval:BIB_962B490794FA]
 
On mathematical tools for weather risks
Kortschak D., 2009., Joanneum Research, Economics of Weather and Climate Risks Working Paper Series No. 9/2009.
[serval:BIB_32A3E91CD25D]
On ruin probability and aggregate claim representations for Pareto claim size distributions
Albrecher H., Kortschak D., 2009. Insurance: Mathematics and Economics, 45 (3) pp. 362-373. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_CB6A7B45B023]
 
On Sufficient Statistics for Combined Models with Stochastic Volatility and Jumps: Some Complements
Neuenschwander D., 2009. Far East Journal of Theoretical Statistics, 28 (2) pp. 117-131. Peer-reviewed.
[serval:BIB_99AD0BBC09D0]
 
On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms
Hartinger J., Kortschak D., 2009. Blätter der DGVFM, 30 (2) pp. 363-377. Peer-reviewed.
[DOI][serval:BIB_3F778C280734]
On the non-optimality of proportional reinsurance according to the dividend criterion
Albrecher H., Gerber H.U., 2009. Bulletin of the Swiss Association of Actuaries 1 pp. 94-95. Peer-reviewed.
[URN][serval:BIB_8CFD746956B3]
Optimality Results for Dividend Problems in Insurance
Albrecher H., Thonhauser S., 2009. RACSAM - Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas, 103 (2) pp. 295-320. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_1E038C9FB69E]
 
Probabilities on Simply Connected Nilpotent Lie Groups: On the Doeblin-Gnedenko Conditions for the Domain of Attraction of Stable Laws. With an Appendix on a New Proof of Siebert's Convergence Theorem for Generating Distributions
Neuenschwander D., 2009. International Journal of Pure and Applied Mathematics, 55 (2) pp. 187-199. Peer-reviewed.
[serval:BIB_30C921912F9B]
 
Quantitativer Nachvollzug des NATKAT-Modells fuer Oesterreich
Albrecher H., Kortschak D., 2009. pp. 77-90 dans Hochwasser und dessen Versicherung in Österreich, Verlag der Österreichischen Akademie der Wissenschaften.
[serval:BIB_E4AE4A536690]
 
Retrieval of the Law of a Random Payment Stream by the Joint Law of its Final Value and the Interest Rate at some Fixed Time
Neuenschwander D., 2009. International Journal of Pure and Applied Mathematics, 55 (2) pp. 173-186. Peer-reviewed.
[serval:BIB_12E4A5B14AA1]
 
The tax identity in risk theory - a simple proof and an extension
Albrecher H., Borst S., Boxma O., Resing J., 2009. Insurance: Mathematics and Economics, 44 (2) pp. 304-306. Peer-reviewed.
[DOI][WoS][serval:BIB_11D20BE64081]
2008
 
Retrieval of Black-Scholes and Generalized Erlang Models by Perturbed Observations at a Fixed Time
Neuenschwander D., 2008/02. Insurance: Mathematics and Economics, 42 (1) pp. 453-458. Peer-reviewed.
[DOI][WoS][serval:BIB_4C6250D2FF6E]
 
A location invariant moment-type estimator II
Ling C., Peng Z., Nadarajah S., 2008. Theory of Probability and Mathematical Statistics 77 pp. 177-189. Peer-reviewed.
[serval:BIB_D971AF682783]
 
How to get rid of round-off errors in recursive formulas
Viquerat S., Dufresne F., 2008. dans Insurance: Mathematics and Economics.
[serval:BIB_5B0FFD507E37]
 
Methods to estimate the optimal dividend barrier and the probability of ruin
Gerber H.U., Shiu E. S. W., Smith N., 2008. Insurance: Mathematics and Economics, 42 (1) pp. 243-254. Peer-reviewed.
[serval:BIB_5052C60C8359]
 
Optimal Dividends in the Dual Model with Diffusion
Avanzi Benjamin, Gerber Hans U., 2008. ASTIN Bulletin, 38 (02) pp. 653-667. Peer-reviewed.
[DOI][serval:BIB_25195471DF4C]
 
Optimal dividends with incomplete information in the dual model
Gerber H.U., Smith N., 2008. Insurance: Mathematics and Economics, 43 (2) pp. 227-233. Peer-reviewed.
[serval:BIB_94EECA7E3582]
 
Solution to Advanced Problem 6576*
Neuenschwander D., 2008. The American Mathematical Monthly, 115 pp. 263-264. Peer-reviewed.
[serval:BIB_7C3130C724F6]
Uniqueness of Embedding into a Gaussian Semigroup and a Poisson Semigroup with Determinate Jump Law on a Simply Connected Nilpotent Lie Group
Neuenschwander D., 2008. Journal of Theoretical Probability, 21 (4) pp. 791-801. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_E9F5CC83740E]
 
Uniqueness of Embedding of Gaussian Probability Measures into a Continuous Convolution Semigroup on Simply Connected Nilpotent Lie Groups
Neuenschwander D., 2008. Comptes Rendus Mathématique, 346 (15-16) pp. 887-892. Peer-reviewed.
[DOI][WoS][serval:BIB_4F550213711E]
2007
 
Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
Gerber H.U., Yang H., 2007. North American Actuarial Journal, 11 (3) pp. 159-169. Peer-reviewed.
[serval:BIB_0AD6D5BF0D5C]
 
Life Insurance Mathematics
H.U. Gerber , 2007., Springer Tokyo.
[serval:BIB_ABBA12D738EB]
 
Optimal Dividends in the Dual Model
Avanzi B., Gerber H.U., Shiu E.S.W., 2007. Insurance: Mathematics and Economics, 41 (1) pp. 111-123. Peer-reviewed.
[serval:BIB_A64DB5F311D4]
2006
 
Maximizing Dividends without Bankruptcy
Gerber Hans U., Shiu Elias S.W., Smith Nathaniel, 2006/05/01. ASTIN Bulletin, 36 (01) pp. 5-23. Peer-reviewed.
[DOI][serval:BIB_102F3C320C27]
 
A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
Gerber H.U., Lin X.S., Yang H., 2006. Astin Bulletin, 36 (2) pp. 489-503. Peer-reviewed.
[serval:BIB_B0249620C3A8]
 
Discussion of Xiaowen Zhou's "On a Classical Risk Model with a Constant Dividend Barrier"
Chan B., Gerber H.U., Shiu E.S.W., 2006. North American Actuarial Journal, 10 (2) pp. 133-139. Peer-reviewed.
[serval:BIB_58F0F16AFBAA]
 
Maximizing Dividends without Bankruptcy
Gerber H. U., Shiu E. S. W., Smith N., 2006. Astin Bulletin, 36 (1) pp. 5-23. Peer-reviewed.
[serval:BIB_F4311469BFA4]
 
On Optimal Dividend Strategies in the Compound Poisson Model
Gerber H. U., Shiu E. S. W., 2006. North American Actuarial Journal, 10 (2) pp. 76-93. Peer-reviewed.
[serval:BIB_D8808A87C66F]
 
On Optimal Dividends: From Reflection to Refraction
Gerber H.U., Shiu E.S.W., 2006. Journal of Computational and Applied Mathematics, 186 (1) pp. 4-22. Peer-reviewed.
[serval:BIB_25D1ED06BA90]
 
On the Merger of Two Companies
Gerber H. U., Shiu E. S. W., 2006. North American Actuarial Journal, 10 (3) pp. 60-67. Peer-reviewed.
[serval:BIB_8A4F666538DB]
 
Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest
Cai J., Gerber H.U., Yang H., 2006. North American Actuarial Journal, 10 (2) pp. 94-108. Peer-reviewed.
[serval:BIB_A1909289A70C]
2005
 
Book Reviews. David C.M. Dickson (2005) Insurance Risk and Ruin. Cambridge University Press (CUP). ISBN 0-521-846404.
Dufresne F., 2005/11. ASTIN Bulletin, 35 (02) pp. 487-488.
[DOI][serval:BIB_EDA62C6D13BC]
 
The Time Value of ruin in a Sparre Andersen Model
Gerber H. U., Shiu E. S. W., 2005. North American Actuarial Journal, 9 (2) pp. 49-84. Peer-reviewed.
[serval:BIB_F18ABE14ACCD]
2004
 
Evaluating the distribution of the discounted value of cash flows
Stoica D., Dufresne F., 2004. p. 466 dans Insurance: Mathematics and Economics.
[serval:BIB_79CA852AD405]
 
Optimal Dividends : Analysis with Brownian Motion
Gerber H. U., Shiu E. S. W., 2004. North American Actuarial Journal, 8 (1) pp. 1-20. Peer-reviewed.
[serval:BIB_E12530D02CFE]
 
Probabilistic and Statistical Methods in Cryptology
Neuenschwander D., 2004. Lecture Notes in Computer Science, 3028, Springer Berlin Heidelberg.
[DOI][serval:BIB_93924B193CAD]
2003
 
Discussion of "Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process"
Gerber H. U., Shiu E. S. W., 2003. North American Actuarial Journal, 7 (3 and 4) pp. 117-119 and 96-101. Peer-reviewed.
[serval:BIB_3916229987F8]
 
Economic Ideas of Bruno De Finetti in the Wiener Process Model
Gerber H. U., Shiu E. S. W., 2003. pp. 75-95 dans Metodi Statistici per la Finanza e le Assicurazioni, Frosini B.V..
[serval:BIB_F3222D33BE37]
 
Generating random numbers of prescribed distribution using physical sources
Neuenschwander D., Zeuner H., 2003. Statistics and Computing, 13 (1) pp. 5-11. Peer-reviewed.
[DOI][WoS][serval:BIB_7332911447D1]
 
Geometric Brownian Motion Models for Assets and Liabilities : From Pension Funding to Optimal Dividends
Gerber H. U., Shiu E. S. W., 2003. North American Actuarial Journal, 7 (3) pp. 37-56. Peer-reviewed.
[serval:BIB_29ADBB5CFADB]
 
Indicator Function and Hattendorff Theorem
Gerber H. U., Leung B. P. K., Shiu E. S. W., 2003. North American Actuarial Journal, 7 (1) pp. 38-47. Peer-reviewed.
[serval:BIB_2B4898B0E4B5]
 
Pricing Lookback Options and Dynamic Guarantees
Gerber H. U., Shiu E. S. W., 2003. North American Actuarial Journal, 7 (1) pp. 48-67. Peer-reviewed.
[serval:BIB_E73EF03BBDDD]
 
Pricing Lookback Options and Dynamic Guarantess
Gerber H, Shui E, 2003. North American Actuarial Journal, 7 (1) pp. 48-67.
[serval:BIB_24767]
 
Pricing Perpetual Fund Protection with Withdrawal Option
Gerber H. U., Shiu E. S. W., 2003. North American Actuarial Journal, 7 (2) pp. 60-92. Peer-reviewed.
[serval:BIB_EBD9BABA278A]
 
Recursive calculation of moments and spproximation of the accumulated value of cash flows
Stoica D., Dufresne F., 2003. dans Insurance: Mathematics and Economics.
[serval:BIB_75FC2DA99954]
2002
 
Between the individual and the collective models, revisited
Dufresne F., 2002. HEC/Unil pp. NA.
[serval:BIB_24769]
 
Covariograms of convex bodies in the plane: A remark on Nagel's theorem
Neuenschwander D., 2002. Elemente der Mathematik, 57 (2) pp. 61-65. Peer-reviewed.
[DOI][serval:BIB_24380]
 
Mortality modeling and regression with matrix distributions
Albrecher H., Bladt Martin, Bladt Mogens, Yslas Altamiro J., 2002. Insurance: Mathematics and Economics, 107 pp. 68-87. Peer-reviewed.
[serval:BIB_EED1FC70CACA]
 
Petrov's law of the iterated logarithm on simply connected nilpotent Lie groups
Neuenschwander D., 2002. Publicationes Mathematicae Debrecen, 60 (1-2) pp. 23-28.
[WoS][serval:BIB_24378]
 
Petrov's Law of the Iterated Logarithm on Simply Connected Step 3-Nilpotent Lie Groups
Neuenschwander D., 2002. Journal of Mathematical Sciences, 111 (6) pp. 3857-3860.
[DOI][serval:BIB_BE78E56E66FF]
2001
 
Triangular systems of probability measures on simply connected nilpotent and discrete subgroups of exponential Lie groups
Neuenschwander D., 2001/12. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 333 (11) pp. 1029-1034. Peer-reviewed.
[DOI][WoS][serval:BIB_DCC16262633B]
 
On the Representation of Permutations as Products of Transpositions
Neuenschwander D., 2001/02/01. Elemente der Mathematik, 56 (1) pp. 1-3. Peer-reviewed.
[DOI][serval:BIB_23D83AF98781]
 
Performanceweitergabe bei einer Mindestverzinsung
Deprez. O. , Furrer C., Gerber H.U., 2001. Bulletin of the Swiss Association of Actuaries, 2001 (2) pp. 109-121. Peer-reviewed.
[serval:BIB_CA93243CA2CB]
 
Two Remarks on the Central Limit Theory
Neuenschwander D., 2001. Journal of Mathematical Sciences, 106 (1) pp. 2725-2731.
[DOI][serval:BIB_E81C0ED546F1]
2000
 
A Quick Guide to Asset Pricing.
Gerber H, 2000. Bulletin of the Swiss Association of Actuaries, 1 pp. 3-9.
[serval:BIB_16210]
 
Discounted probabilities of ruin in the compound binomial model
Cheng S., Gerber H.U., Shiu E.S.W., 2000. Insurance: Mathematics and Economics, 26 pp. 239-250. Peer-reviewed.
[serval:BIB_0A432AC052F9]
 
Investing for retirement: optimal capital growth and dynamic asset allocation
Gerber H.U., Shiu E.S.W., 2000. North American Actuarial Journal, 4 (2) pp. 42-62. Peer-reviewed.
[serval:BIB_EBC70F00B9D2]
 
Lösung zu Aufgabe 1142
Neuenschwander D., 2000. Elemente der Mathematik, 55 pp. 40-41.
[serval:BIB_16745]
 
On option pricing in models driven by iterated integrals of Brownian motion
Neuenschwander D., 2000. Mitt. SAV, 1 pp. 35-39.
[serval:BIB_16747]
 
Pricing dynamic investment fund protection
Gerber H.U., Pafumi G., 2000. North American Actuarial Journal, 4 (2) pp. 28-41. Peer-reviewed.
[serval:BIB_32CB0199B4AF]
 
Princing Dynamic Investment Fund Protection.
Gerber H, Pafumi G, 2000. North American Actuarial Journal, 4/2 pp. 28-41.
[serval:BIB_16203]
 
S-Stable semigroups on simply connected step 2-nilpotent Lie groups
Neuenschwander D., 2000. Contemporary Mathematics, 261 pp. 59-70.
[DOI][serval:BIB_16746]
 
The class I_0 on abstract structures
Neuenschwander D., Schott R., 2000. Journal of Mathematical Sciences, 99 (4) pp. 1463-1468.
[DOI][serval:BIB_16749]
 
Unimodality of stable gaussian laws on the Heisenberg group
Neuenschwander D., 2000. Monatshefte für Mathematik, 129 (2) pp. 133-137. Peer-reviewed.
[DOI][WoS][serval:BIB_16744]
 
Uniqueness properties of convolution roots of p-adic and probability measures on simply connected nilpotent Lie groups
Neuenschwander D., 2000. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 330 (11) pp. 1025-1030. Peer-reviewed.
[DOI][WoS][serval:BIB_16748]
1999
 
From ruin theory to pricing reset guarantees and perpetual put options
Gerber H.U., Shiu E.S.W., 1999. Insurance: Mathematics and Economics, 24 pp. 3-14. Peer-reviewed.
[serval:BIB_D42B37D73FB1]
Phase retrieval for probability distributions on quantum groups and braided groups
Franz U., Neuenschwander D., Schott R., 1999. Journal of Theoretical Probability, 12 (2) pp. 585–594. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_8436]
 
Pricing dynamic investment fund protection.
Gerber HU, Pafumi G, 1999. Cahier de l'ISA, 99.01.
[serval:BIB_10963]
 
S-Stable Laws in Insurance and Finance and Generalization to Nilpotent Lie Groups
Jurek Z.J., Neuenschwander D., 1999. Journal of Theoretical Probability, 12 (4) pp. 1089-1107.
[DOI][WoS][serval:BIB_F26B61E5E50B]
 
Stop-loss a tempo continuo e protezione dinamica di un fondo d'investimento.
Gerber HU, Pafumi G, 1999. Rivista di matematica per le scienze economiche e sociali, 21 pp. 125-146.
[serval:BIB_10962]
 
The Class $I_0$ for Random Increasing Upper Semicontinuous Functions
Neuenschwander D., 1999. Theory of Probability and Its Applications, 44 (1) pp. 106-109.
[DOI][WoS][serval:BIB_11603]
 
Trimmed sums and associated random variables in the q-domain of attraction of stable Laws
Neuenschwander D., Schott R., 1999. pp. 515-520 dans Grigelionis B., Kubilius J., Paulauskas V., Statulevicius V., Pragarauskas H. (eds.) Probability Theory and Mathematical Statistics: Proceedings of the Seventh Vilnius Conference 1998, Vilnius: TEV / Utrecht: VSP.
[serval:BIB_17832]
1998
 
A note on optimal parameter estimation under zero-excess assumption Insurance.
Goulet V, 1998. Mathematics & Economics, 2 vol. 23 pp. 111-117.
[serval:BIB_8447]
 
Discounted Probabilities and Ruin Theory in the Compound Binomial Modell.
Cheng S, Gerber HU, Shiu ES, 1998. Cahiers de l'ISA, 98.07 p. 20.
[serval:BIB_8830]
 
Financial Economics, with Appications to Investments, Insurance and Pensions.
Boyle P.H, Cox S.H, Gerber H.U, Mueller H.H, Pedersen H.W, Pliska S.R, Sherris M, Shiu E.S, Tan K.S, 1998. The Actuarial Foundation (Schaumburg, U.S.A.) p. 669.
[serval:BIB_8810]
 
From Ruin Theory to Pricing Reset Guarantees and Perpetual Put Options.
Gerber HU, Shiu ES, 1998. Cahiers de l'ISA, 98.01 p. 17.
[serval:BIB_8827]
 
Investing for Retirement: Optimal Capital Growth and Dynamic Asset Allocation.
Gerber HU, Shiu ES, 1998. Cahiers de l'ISA, 98.04 p. 34.
[serval:BIB_8829]
 
Law of the iterated logarithm for Lévy's area process composed with Brownian motion
Neuenschwander D., 1998. Statistics and Probability Letters, 40 (4) pp. 371-377. Peer-reviewed.
[DOI][WoS][serval:BIB_8434]
 
On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
Gerber H.U., Landry B., 1998. Insurance: Mathematics and Economics, 22 pp. 263-276. Peer-reviewed.
[serval:BIB_1F2A6D708B07]
 
On the time value of ruin
Gerber H.U., Shiu E.S.W., 1998. North American Actuarial Journal, 2 (1) pp. 48-78. Peer-reviewed.
[serval:BIB_91FBD20777C9]
 
On the uniqueness problem for continuous convolution semigroups of probability measures on simply connected nilpotent Lie groups
Neuenschwander D., 1998. Publicationes Mathematicae Debrecen, 53 (3-4) pp. 415-422. Peer-reviewed.
[WoS][serval:BIB_8432]
 
Pricing Dynamic Solvency Insurance and Investment Fund Protection.
Gerber HU, Pafumi G, 1998. Cahiers de l'ISA, Proceedings of the 8th International AFIR Colloquium, Cambridge UK, 98.03 p. 28.
[serval:BIB_8828]
 
Pricing perpetual options for jump processes
Gerber H.U., Shiu E.S.W., 1998. North American Actuarial Journal, 2 (3) pp. 101-112. Peer-reviewed.
[serval:BIB_ADE1F6691A8D]
 
Stop-loss a tempo continuo e protezione dinamica di un fondo d'investimento
Gerber H.U., Pafumi G., 1998. Rivista di matematica per le scienze economiche e sociali, 21 pp. 125-146. Peer-reviewed.
[serval:BIB_C13F40627871]
 
Stop-loss a tempo continuo e protezione dinamica di un fondo d’investimento
Gerber Hans U., Pafumi Gérard, 1998. Decisions in Economics and Finance, 21 (1-2) pp. 125-146. Peer-reviewed.
[DOI][serval:BIB_4E366DD7B0F3]
 
Utility functions: from risk theory to finance
Gerber H.U., Pafumi G., 1998. North American Actuarial Journal, 2 (3) pp. 74-100. Peer-reviewed.
[serval:BIB_B38D00470B31]
 
Utility Functions: From Risk Theory to Finance.
Gerber HU, Pafumi G, 1998. North American Actuarial Journal, 3, vol 2 pp. 74-100.
[serval:BIB_8824]
1997
 
A new proof of the multidimensional convergence of types theorem
Neuenschwander D., 1997. Statistics and Probability Letters, 33 (1) pp. 85-88. Peer-reviewed.
[DOI][WoS][serval:BIB_1324]
 
A note on Optimal Parameter Estimation under Zero-Excess Assumptions.
Goulet V, 1997. Cahier de recherche ISA, 97.10.
[serval:BIB_1320]
 
A Study of a Family of Equivalent Martingale Measures to Price, an Option with an Appication to the Swiss Market.
Pafumi G, 1997. Bulletin de l'Association Suisse des Actuaires, 97.05 pp. 159-194.
[serval:BIB_1315]
 
Actuarial Mathematics
Gerber H.U., Bowers N.L., Hickman J.C., Jones D.A., Nesbitt C.J., 1997., The Society of Actuaries.
[serval:BIB_1066]
 
Actuarial Mathematics, second edition
Bowers N. L., Gerber H. U., James C. H., Donald A. J., Cecil J. N., 1997., Society of Actuaries.
[serval:BIB_96882113D25D]
 
An Actuarial Bridge to Option Pricing.
Gerber HU, Shiu E, 1997. Securitization of Risk: the 1995 Bowles Symposium,, M-FI97-1 pp. 45-62.
[serval:BIB_1058]
 
Approche critique des méthodes d'évaluation d'une compagnie d'assurance-vie.
Darbellay PA, 1997. Cahier de recherche ISA, 97.11.
[serval:BIB_1322]
 
Characterizations of gaussian distributions on simply connected nilpotent Lie groups and symmetric spaces.
Neuenschwander D., Roynette B., Schott R., 1997. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 324 (1) pp. 87-92. Peer-reviewed.
[WoS][serval:BIB_4068]
 
Crédibilité à classification croisée avec nombre de facteurs variable.
Goulet V, 1997. Cahier de recherche ISA, 97.09.
[serval:BIB_1319]
 
Derivatives and Financial Markets.
Gerber HU, Shiu E, 1997. Derivatives and Financial Markets pp. 91-117.
[serval:BIB_1069]
 
From Ruin Theory to Option Pricing.
Gerber HU, Shiu E, 1997. Proceedings Volume of the 28th Astin Colloquium/7th International Colloquium pp. 157-176.
[serval:BIB_1059]
 
Le prix d'une option américaine perpétuelle pour des processus à sauts
Gerber H.U, Shiu E.S.W., 1997. Bulletin Français d'Actuariat, 1 pp. 83-91. Peer-reviewed.
[serval:BIB_85A496A92734]
 
Le prix d'une option américaine perpétuelle pour des processus à sauts.
Gerber HU, Shiu E, 1997. Bulletin Français d'Actuariat, 1 pp. 83-91.
[serval:BIB_1070]
 
Life Insurance Mathematics, third edition
Gerber H.U., Exercises Contributed by Cox S.H., 1997., Springer-Verlag, Berlin-Heidelberg and Swiss Association of Actuaries, Zürich.
[serval:BIB_9A8156BFFBC6]
 
On optimal investment strategies
Gerber H.U., Shiu E.S.W., 1997. Rivista di matematica per le scienze economiche e sociali, 20 (2) pp. 133-151. Peer-reviewed.
[serval:BIB_08CCFEC8FE15]
 
On the Discounted Penalty at Ruin in a Jump-diffusion and the Perpetual Put Option.
Gerber HU, Landry B, 1997. Cahier de recherche ISA, 97.06.
[serval:BIB_1316]
 
Pricing Perpetual American Option for Jump Processes.
Gerber HU, Shiu E, 1997. Cahier de recherche ISA, 97.04.
[serval:BIB_1314]
 
Shifted Poisson Processes and the Pricing of Perpetual American Options.
Michaud F, 1997. Cahier de recherche ISA, 97.01 p. 54.
[serval:BIB_1072]
 
Skewness and Stock Ooption Prices.
Gerber HU, Landry B, 1997. North American Actuarial Journal, 1(3) pp. 50-65.
[serval:BIB_1055]
 
Skewness and stock option prices
Gerber H.U., Landry B., 1997. North American Actuarial Journal, 1 (3) pp. 50-65. Peer-reviewed.
[serval:BIB_50A578B9E237]
 
Some analytical approximations of stop-loss premiums
Dufresne F., Niederhauser E., 1997. Bulletin de l'Association Suisse des Actuaires 1 pp. 25-47. Peer-reviewed.
[serval:BIB_6A6C778AB91B]
 
Taux technique garanti et prestation en assurance-vie: évaluation dans le cadre de fonctions d'utilité.
Broggi C, 1997. Cahier de recherche ISA, 97.07.
[serval:BIB_1317]
 
The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
Gerber H.U., Shiu E.S.W., 1997. Insurance: Mathematics and Economics, 21 pp. 129-137. Peer-reviewed.
[serval:BIB_F77AE0E72A20]
 
The Joint Distribution of the Time of Ruin, the Surplus Immediately Before Ruin, and the Deficit at Ruin.
Gerber HU, Shiu E, 1997. Insurance, Mathematics and Economics, 21 pp. 129-137.
[serval:BIB_2316]
 
Traitement géométrique et écriture généralisée d'un modèle de crédibilité à classification croisée.
Goulet V, 1997. Cahier de recherche ISA, 97.08.
[serval:BIB_1318]
 
Uniqueness of roots in l(1)(Gamma,N-0) over lattices in simply connected nilpotent Lie groups
Neuenschwander D., 1997. Publicationes Mathematicae-Debrecen, 50 (1-2) pp. 43-47. Peer-reviewed.
[WoS][serval:BIB_1325]
 
Utility Function : From Risk Theory to Finance.
Gerber HU, Pafumi G, 1997. Cahier de recherche ISA, 97.03.
[serval:BIB_1313]
1996
 
Actuarial Bridges to Dynamic Hedging and Option Pricing.
Gerber HU, Shiu E, 1996. Insurance Mathematics and Economics, 18 pp. 183-218.
[serval:BIB_4060]
 
An Extension of Kornya's Method with Application to Pension Funds
Dufresne F., 1996. Bulletin de l'Association Suisse des Actuaires 2 pp. 171-181. Peer-reviewed.
[serval:BIB_2647B5763858]
 
An Extension of Kornya's method with application to pension funds.
Dufresne F., 1996. Bulletin de l'Association Suisse des Actuaires 2 pp. 171-181. Peer-reviewed.
[serval:BIB_4057]
 
Commutative infinitesimal triangular systems on Euclidean motion groups.
Neuenschwander D., 1996. Statistics and Probability Letters, 30 (1) pp. 33-36. Peer-reviewed.
[DOI][WoS][serval:BIB_4069]
 
Estimating the Probability of Ruin for Variable Premiums by Simulation
Michaud Frédéric, 1996. ASTIN Bulletin, 26 (01) pp. 93-105. Peer-reviewed.
[DOI][serval:BIB_1BA6519BB8A0]
 
Estimating the probability of ruin for variable premiums by simulation.
Michaud F, 1996. Astin Bulletin, 26 pp. 93-105.
[serval:BIB_4062]
 
Laws of the iterated logarithm for the central part of (semi-)stable measures on the Heisenberg groups.
Neuenschwander D., Scheffer H.-P., 1996. Monatshefte für Mathematik, 121 (3) pp. 265-274. Peer-reviewed.
[DOI][WoS][serval:BIB_4070]
 
Life Insurance Mathematics
Gerber H.U., 1996., Springer-Verlag, Berlin-Heidelberg and Swiss Association of Actuaries.
[serval:BIB_4067]
 
Life Insurance Mathematics (Chinese edition)
Gerber H.U., 1996..
[serval:BIB_4066]
 
Martingale Approach to Pricing Perpeetual American Options on Two Stocks.
Gerber HU, Shiu E, 1996. Mathematical Finance, 6 pp. 302-322.
[serval:BIB_4059]
 
On the Time value of Ruin
Gerber H.U., Shiu E., 1996., Bulletin ISA.
[serval:BIB_4061]
 
Probabilities on the Heisenberg group: Limit theorems and Brownian motion
Neuenschwander D., 1996. Lecture Notes in Mathematics, 1630 148, Berlin: Springer-Verlag.
[DOI][serval:BIB_4063]
 
Some Analytical Approximations of Stop-Loss Premium
Dufresne F, Niederhauser E, 1996., Bulletin ISA.
[serval:BIB_4058]
1995
 
A Teacher's Remark on Exact Credibility
Gerber H.U., 1995. Astin Bulletin, 25 (2) pp. 189-192. Peer-reviewed.
[serval:BIB_4172274A6706]
 
Actuarial Approach to Option Pricing
Gerber H.U., Shiu E.S.W., 1995. pp. 43-96 dans Proceedings of the 5th AFIR International Colloquium.
[serval:BIB_0417B13CCA6C]
 
Ausbildung und Anerkennung der Versicherungsmathematiker
Embrechts P., Gerber H.U., Gisler A., Kohler M.T., Luthy H., Streit P., Tobler H., 1995. pp. 165-180 dans Transactions of the 25th International Congress of Actuaries.
[serval:BIB_F181CEA99D90]
 
Pricing Russian Options with the Compound Poisson Process
Gerber H.U., Michaud F, Shiu E.S.W., 1995. pp. 243-263 dans Transactions of the 25th International Congress of Actuaries.
[serval:BIB_D775DF4C974D]
 
The Efficiency of the Swiss Bonus-malus System
Dufresne F., 1995. Bulletin de l'Association Suisse des Actuaires 1 pp. 29-42. Peer-reviewed.
[serval:BIB_A14A5BD2A975]
1994
 
From Perpetual Strangles to Russian Options
Gerber H. U., Shiu E.S.W., 1994. Insurance: Mathematics and Economics, 15 pp. 121-126. Peer-reviewed.
[serval:BIB_F1B48FAF761B]
 
Martingale Approach to Pricing Perpetual American Options
Gerber Hans U., Shiu Elias S.W., 1994. ASTIN Bulletin, 24 (02) pp. 195-220. Peer-reviewed.
[DOI][serval:BIB_007A20E7D0EC]
 
Martingales and tail probabilities
Gerber H.U., 1994. Astin Bulletin, 24 pp. 145-146. Peer-reviewed.
[serval:BIB_4444C75CD759]
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