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Valuing equity-linked death be...
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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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2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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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8
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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9
An introduction to mathematical risk theory
Gerber, Hans U.
-
1979
Persistent link: https://www.econbiz.de/10000072026
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10
Chains of reinsurance
Gerber, Hans U.
- In:
Insurance / Mathematics & economics
3
(
1984
)
1
,
pp. 43-48
Persistent link: https://www.econbiz.de/10002243894
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