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Obtaining the dividends-penalty identities by interpretation
Gerber, Hans U.; Yang, Hailiang - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 206-207
Persistent link: https://www.econbiz.de/10008654252
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An elementary approach to discrete models of dividend strategies
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 109-116
Persistent link: https://www.econbiz.de/10003953311
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Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
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Valuing equity-linked death benefits and other contingent options : a discounted density approach
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 73-92
Persistent link: https://www.econbiz.de/10009558293
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Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 64 (2015), pp. 313-325
Persistent link: https://www.econbiz.de/10011398088
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A constraint-free approach to optimal reinsurance
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 62-79
Persistent link: https://www.econbiz.de/10012194932
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An integrated risk management method : VaR approach
Yang, Hailiang - In: Multinational finance journal : MF ; quarterly … 4 (2000) 3/4, pp. 201-219
Persistent link: https://www.econbiz.de/10001636382
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Introduction: The interplay between finance and actuarial science
Yang, Hailiang - In: Risk and decision analysis 3 (2012) 1/2, pp. 1
Persistent link: https://www.econbiz.de/10009657225
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THE MATCHING OF ASSETS WITH LIABILITIES BY GOAL PROGRAMMING
Rosenbloom, E.S.; Shiu, Elias S.W. - In: Managerial Finance 16 (1990) 1, pp. 23-26
A major problem facing the financial industry today is interest rate fluctuations. An important technique for insulating a fixed‐income portfolio from shifts in the term structure of interest rates is the method of cash‐flow matching. This method can be enhanced by allowing carry forward and...
Persistent link: https://www.econbiz.de/10014940724
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Life insurance mathematics
Gerber, Hans U. - 1997 - 3. ed.
Persistent link: https://www.econbiz.de/10004689038