Département de sciences actuarielles

Equipe principale
Publications | Mémoires et thèses

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617 publications

... | 1994 | 1993 | 1991 | 1989 | 1988 | 1987 | 1982 | 1979 |
1994
 
Option pricing by Esscher transforms
Gerber H.U., Shiu E.S.W., 1994. Transactions of the Society of Actuaries, 46.
[serval:BIB_F9D2BB688274]
 
Pricing Financial Contracts with Indexed Homogeneous Payoff
Gerber H.U., Shiu E.S.W., 1994. Bulletin of the Swiss Association of Actuaries, 94 pp. 143-166.
[serval:BIB_F35D7AFBF9B1]
 
Some Alternatives for the Individual Model
Gerber H.U., Kaas R., 1994. Insurance: Mathematics and Economics, 15 pp. 127-132. Peer-reviewed.
[serval:BIB_338A3C8C2CFC]
1993
 
The Probability of Ruin for the Inverse Gaussian and Related Processes
Dufresne F., Gerber H.U., 1993. Insurance: Mathematics and Economics, 12 (1) pp. 9-22. Peer-reviewed.
[DOI][WoS][serval:BIB_586E3BFB8871]
1991
 
Rational ruin problems - A note for the teacher
Dufresne F., Gerber H.U., 1991. Insurance: Mathematics and Economics, 10 (1) pp. 21-29. Peer-reviewed.
[DOI][WoS][serval:BIB_7B1AA57DEDF8]
 
Risk theory for the compound Poisson process that is perturbed by diffusion
Dufresne F., Gerber H.U., 1991. Insurance: Mathematics and Economics, 10 (1) pp. 51-59. Peer-reviewed.
[DOI][WoS][serval:BIB_98737F70AC6B]
 
Risk Theory with the Gamma Process
Dufresne François, Gerber Hans U., Shiu Elias S. W., 1991. ASTIN Bulletin, 21 (02) pp. 177-192. Peer-reviewed.
[DOI][serval:BIB_3A1B400E4B49]
1989
 
Three methods to calculate the probability of ruin
Dufresne F., Gerber H.U., 1989. ASTIN Bulletin, 19 (1) pp. 71-90. Peer-reviewed.
[serval:BIB_F9E4C45878CB]
1988
 
The probability and severity of ruin for combinations of exponential claim amount distribution and their translations
Dufresne F., Gerber H.U., 1988. Insurance: Mathematics and Economics, 7 (2) pp. 75-80. Peer-reviewed.
[DOI][WoS][serval:BIB_DD028B02958C]
 
The surpluses immediately before and at ruin, and the amount of the claim causing ruin
Dufresne F., Gerber H.U., 1988. Insurance: Mathematics and Economics, 7 (3) pp. 193-199. Peer-reviewed.
[DOI][WoS][serval:BIB_EFC1F4DF071E]
1987
 
On the Probability and Severity of Ruin
Gerber Hans U., Goovaerts Marc J., Kaas Rob, 1987. ASTIN Bulletin, 17 (02) pp. 151-163. Peer-reviewed.
[DOI][serval:BIB_454314BDCFF8]
1982
 
A Remark on the Principle of Zero Utility
Gerber Hans U., 1982. ASTIN Bulletin, 13 (02) pp. 133-134. Peer-reviewed.
[DOI][serval:BIB_F11454821CC8]
1979
 
An Introduction to Mathematical Risk Theory
Gerber H.U., 1979., R.D. Irwin/ Huebner.
[serval:BIB_1067]
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