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Yang, Hailiang
28
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16
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9
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OLC EcoSci
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A note on scale functions and the time value of ruin for Lévy insurance risk processes
Gerber, Hans U.
;
Shiu, Elias S.W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 85-92
Persistent link: https://www.econbiz.de/10008378693
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2
Editorial
Gerber, Hans U.
;
Goovaerts, Marc
;
Kaas, Rob
;
Shiu, …
- In:
Insurance / Mathematics & economics
35
(
2004
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10006880471
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3
Discounted probabilities and ruin theory in the compound binomial model
Cheng, Shixue
;
Gerber, Hans U.
;
Shiu, Elias S.W.
- In:
Insurance / Mathematics & economics
26
(
2000
)
2-3
,
pp. 239-250
Persistent link: https://www.econbiz.de/10006905187
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4
From ruin theory to pricing reset guarantees and perpetual put options
Gerber, Hans U.
;
Shiu, Elias S.W.
- In:
Insurance / Mathematics & economics
24
(
1999
)
1-2
,
pp. 3-14
Persistent link: https://www.econbiz.de/10006914424
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5
Martingale Approach to Pricing Perpetual American Options on Two Stocks
Gerber, Hans U.
;
Shiu, Elias S.W.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 303-322
Persistent link: https://www.econbiz.de/10008220892
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6
Methods for estimating the optimal dividend barrier and the probability of ruin
Gerber, Hans U.
;
Shiu, Elias S.W.
;
Smith, Nathaniel
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 243-254
Persistent link: https://www.econbiz.de/10007905828
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7
Optimal dividends in the dual model
Avanzi, Benjamin
;
Gerber, Hans U.
;
Shiu, Elias S.W.
- In:
Insurance / Mathematics & economics
41
(
2007
)
1
,
pp. 111-123
Persistent link: https://www.econbiz.de/10007728690
Saved in:
8
Methods for estimating the optimal dividend barrier and the probability of ruin
Gerber, Hans U.
;
Shiu, Elias S.W.
;
Smith, Nathaniel
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 243-255
Persistent link: https://www.econbiz.de/10008886698
Saved in:
9
Obtaining the dividends–penalty identities by interpretation
Gerber, Hans U.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 206-208
Persistent link: https://www.econbiz.de/10008447799
Saved in:
10
Pricing maturity guarantee with dynamic withdrawal benefit
Ko, Bangwon
;
Shiu, Elias S.W.
;
Wei, Li
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 216-224
Persistent link: https://www.econbiz.de/10008447797
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