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Department of Actuarial Science
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619 publications
... |
1994
|
1993
|
1991
|
1989
|
1988
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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
]
ici le détail
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
]
ici le détail
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
]
ici le détail
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
]
ici le détail
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
]
ici le détail
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
]
ici le détail
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
]
ici le détail
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
]
ici le détail
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
]
ici le détail
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
]
ici le détail
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
]
ici le détail
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
]
ici le détail
1979
An Introduction to Mathematical Risk Theory
Gerber H.U.
,
1979
.,
R.D. Irwin/ Huebner
.
[
serval:BIB_1067
]
ici le détail
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