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Browsing by Author Gerber, HU
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Showing results 1 to 20 of 20
Title
Author(s)
Issue Date
A constraint-free approach to optimal reinsurance
Journal:
Scandinavian Actuarial Journal
Gerber, HU
Shiu, ESW
Yang, H
2019
A constraint-free approach to optimal reinsurance
Proceeding/Conference:
International Gerber-Shiu Workshop, 2016
Yang, H
Gerber, HU
Shiu, ESW
2016
Absolute ruin probabilities in a jump diffusion risk model with investment
Journal:
North American Actuarial Journal
Gerber, HU
Yang, H
2007
An elementary approach to discrete models of dividend strategies
Proceeding/Conference:
Stochastic Analysis and Its Applications to Mathematical Finance Seminar
Yang, H
Gerber, HU
Shiu, ESW
2011
Authors' reply
Journal:
North American Actuarial Journal
Albrecher, H
Gerber, HU
Yang, H
2010
Crossing Time of Annuities with Exponential Payment Rates
Journal:
Bulletin of the Swiss Association of Actuaries
Gerber, HU
Shiu, ESW
Yang, H
2009
A direct approach to the discounted penalty function
Journal:
North American Actuarial Journal
Albrecher, H
Gerber, HU
Yang, H
2010
A direct approach to the discounted penalty function: Discussions & authors' reply
Journal:
North American Actuarial Journal
Albrecher, H
Gerber, HU
Yang, H
2010
An elementary approach to discrete models of dividend strategies
Journal:
Insurance: Mathematics and Economics
Gerber, HU
Shiu, ESW
Yang, H
2010
Erlang stopping of Brownian motion and valuation of contingent options
Proceeding/Conference:
2012 International Conference on Actuarial and Financial Mathematics
Yang, H
Gerber, HU
Shiu, ESW
2012
Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
Journal:
Insurance: Mathematics and Economics
Gerber, HU
Shiu, ESW
Yang, H
2015
A note on the dividends-penalty identity and the optimal dividend barrier
Journal:
ASTIN Bulletin
Gerber, HU
Lin, XS
Yang, H
2006
Obtaining the dividends-penalty identities by interpretation
Journal:
Insurance: Mathematics and Economics
Gerber, HU
Yang, H
2010
The Omega model: from bankruptcy to occupation times in the red
Journal:
European Acturial journal
Gerber, HU
Shiu, ESW
Yang, H
2012
Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest
Journal:
North American Actuarial Journal
Cai, J
Gerber, HU
Yang, H
2006
Valuation of variable annuity guarantees
Proceeding/Conference:
China International Conference on Insurance and Risk Management, CICIRM 2011
Yang, H
Gerber, HU
Shiu, E
2011
Valuing contingent exotic options: a discounted density approach
Proceeding/Conference:
International Conference on Actuarial Science and Risk Management, ASRM 2012
Yang, H
Gerber, HU
Shiu, ESW
2012
Valuing equity-linked death benefits and other contingent options: A discounted density approach
Journal:
Insurance: Mathematics and Economics
Gerber, HU
Shiu, ESW
Yang, H
2012
Valuing equity-linked death benefits in jump diffusion models
Journal:
Insurance: Mathematics and Economics
Gerber, HU
Shiu, ESW
Yang, H
2013
Valuing T-year contingent options
Proceeding/Conference:
HKU-HKUST-Stanford Conference in Quantitative Finance Program 2011
Yang, H
Gerber, HU
Shiu, ESW
2011
