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1

Hans U. Gerber and Elias S. W. Shiuâs Discussion on âAgricultural Insurance Ratemaking: Development of a New Premium Principle,â by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4)

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2020

File:

PDF, 367 KB

2020

2

On the Time Value of Ruin

Gerber, Hans U., Shiu, Elias S.W.

Journal:

North American Actuarial Journal

Year:

1998

Language:

english

File:

PDF, 253 KB

english, 1998

3

The Time Value of Ruin in a Sparre Andersen Model

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 399 KB

english, 2005

4

“On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2009

Language:

english

File:

PDF, 63 KB

english, 2009

5

“Application of Coherent Risk Measures to Capital Requirements in Insurance,” Philippe Artzner, April 1999

Shiu, Elias S.W.

Journal:

North American Actuarial Journal

Year:

2000

Language:

english

File:

PDF, 106 KB

english, 2000

6

On The Merger Of Two Companies

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2006

Language:

english

File:

PDF, 116 KB

english, 2006

7

On the Fisher-Weil immunization theorem

Journal:

Insurance: Mathematics and Economics

Year:

1987

Language:

english

File:

PDF, 888 KB

english, 1987

8

Methods for estimating the optimal dividend barrier and the probability of ruin

Hans U. Gerber, Elias S.W. Shiu, Nathaniel Smith

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 319 KB

english, 2008

9

Editorial

Marc Goovaerts, Rob Kaas, Elias Shiu

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 290 KB

english, 2009

10

Pricing maturity guarantee with dynamic withdrawal benefit

Bangwon Ko, Elias S.W. Shiu, Li Wei

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 466 KB

english, 2010

11

The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

Hans U. Gerber, Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 366 KB

english, 1997

12

Ruin probability by operational calculus

Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1989

Language:

english

File:

PDF, 521 KB

english, 1989

13

Optimal dividends in the dual model

Benjamin Avanzi, Hans U. Gerber, Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

2007

Language:

english

File:

PDF, 451 KB

english, 2007

14

Convolution of uniform distributions and ruin probability

Shiu, Elias S. W.

Journal:

Scandinavian Actuarial Journal

Year:

1987

Language:

english

File:

PDF, 274 KB

english, 1987

15

Valuing equity-linked death benefits in jump diffusion models

Gerber, Hans U., Shiu, Elias S.W., Yang, Hailiang

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 437 KB

english, 2013

16

“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 93 KB

english, 2003

17

Pioneers of Financial Economics. Volume 2: Twentieth-Century Contributions Edited by Geoffrey Poitras with Franck Jovanovic

Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2008

Language:

english

File:

PDF, 49 KB

english, 2008

18

Luenberger, David G., 1997, Investment Science

Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 205 KB

english, 1999

19

THE MATCHING OF ASSETS WITH LIABILITIES BY GOAL PROGRAMMING

Rosenbloom, E.S., Shiu, Elias S.W.

Journal:

Managerial Finance

Year:

1990

Language:

english

File:

PDF, 340 KB

english, 1990

20

Martingale Approach to Pricing Perpetual American Options

Gerber, Hans U., Shiu, Elias S.W.

Journal:

Year:

1994

Language:

english

File:

PDF, 947 KB

english, 1994

21

Proofs of central-difference interpolation formulas

Journal:

Journal of Approximation Theory

Year:

1982

Language:

english

File:

PDF, 143 KB

english, 1982

22

Immunization of multiple liabilities

Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1988

Language:

english

File:

PDF, 516 KB

english, 1988

23

Stochastic models for bond prices, function space integrals and immunization theory

John A. Beekman, Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1988

Language:

english

File:

PDF, 964 KB

english, 1988

24

Non-uniqueness of option prices

Hans U. Gerber, Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1988

Language:

english

File:

PDF, 280 KB

english, 1988

25

Calculation of the probability of eventual ruin by Beekman's convolution series

Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1988

Language:

english

File:

PDF, 424 KB

english, 1988

26

On Redington's theory of immunization

Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1990

Language:

english

File:

PDF, 408 KB

english, 1990

27

Evaluation of the GIC rollover option

Hal W. Pedersen, Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1994

Language:

english

File:

PDF, 868 KB

english, 1994

28

From perpetual strangles to Russian options

Hans U. Gerber, Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1994

Language:

english

File:

PDF, 396 KB

english, 1994

29

Actuarial bridges to dynamic hedging and option pricing

Hans U. Gerber, Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1996

Language:

english

File:

PDF, 1.54 MB

english, 1996

30

On optimal dividends: From reflection to refraction

Hans U. Gerber, Elias S.W. Shiu

Journal:

Journal of Computational and Applied Mathematics

Year:

2006

Language:

english

File:

PDF, 232 KB

english, 2006

31

Editorial

Hans U Gerber, Marc Goovaerts, Rob Kaas, Elias S.W Shiu

Journal:

Insurance: Mathematics and Economics

Year:

2004

Language:

english

File:

PDF, 22 KB

english, 2004

32

Editorial

Rob Kaas, Jeroen Loos, Hans Gerber, Marc Goovaerts, Elias Shiu

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 438 KB

english, 2009

33

An elementary approach to discrete models of dividend strategies

Hans U. Gerber, Elias S.W. Shiu, Hailiang Yang

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 1.27 MB

english, 2010

34

Preface

Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 48 KB

english, 1997

35

From ruin theory to pricing reset guarantees and perpetual put options

Hans U. Gerber, Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1999

Language:

english

File:

PDF, 107 KB

english, 1999

36

Discounted probabilities and ruin theory in the compound binomial model

Shixue Cheng, Hans U. Gerber, Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

2000

Language:

english

File:

PDF, 93 KB

english, 2000

37

On optimal investiment strategies

Hans U. Gerber, Elias S. W. Shiu

Journal:

Decisions in Economics and Finance

Year:

1997

Language:

english

File:

PDF, 820 KB

english, 1997

38

The optimal dividend barrier in the Gamma–Omega model

Hansjörg Albrecher, Hans U. Gerber, Elias S. W. Shiu

Journal:

European Actuarial Journal

Year:

2011

Language:

english

File:

PDF, 278 KB

english, 2011

39

Matrix derivation of moving-weighted-average graduation formulas

Elias S.W. Shiu

Journal:

Insurance: Mathematics and Economics

Year:

1987

Language:

english

File:

PDF, 630 KB

english, 1987

40

Valuing equity-linked death benefits and other contingent options: A discounted density approach

Hans U. Gerber, Elias S.W. Shiu, Hailiang Yang

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 391 KB

english, 2012

41

Mapping of MCP-1 functional domains by peptide analysis and site-directed mutagenesis

Susan A Steitz, Ko Hasegawa, Shiu-Lan Chiang, Ronald R Cobb, Mary A Castro, Thomas J Lobl, Masaki Yamada, Elias Lazarides, Pina M Cardarelli

Journal:

Year:

1998

Language:

english

File:

PDF, 228 KB

english, 1998

42

The Omega model: from bankruptcy to occupation times in the red

Hans U. Gerber, Elias S. W. Shiu, Hailiang Yang

Journal:

European Actuarial Journal

Year:

2012

Language:

english

File:

PDF, 264 KB

english, 2012

43

Optimal Dividends

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2004

Language:

english

File:

PDF, 288 KB

english, 2004

44

Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 192 KB

english, 2003

45

Helicobacter pylori infection is associated with aberrant expression of trefoil family factor 2 and mucin 6 in gastric antrum, incisura and body

Yang, Yi, Xia, Harry H.X., Kum Lam, Shiu, Man Wong, Wai, Yi Leung, Suet, Tsan Yuen, Siu, Elia, Goerge, Wright, Nicholas A., Wong, Benjamin C.Y.

Journal:

Gastroenterology

Year:

2003

Language:

english

File:

PDF, 270 KB

english, 2003

46

Stochastic Calculus and Financial Applicationsby J. Michael Steele

Review by: Elias Shiu

Journal:

Journal of the American Statistical Association

Year:

2001

Language:

english

File:

PDF, 246 KB

english, 2001

47

Investing for Retirement

Gerber, Hans U., Shiu, Elias S.W.

Journal:

North American Actuarial Journal

Year:

2000

Language:

english

File:

PDF, 281 KB

english, 2000

48

Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Bangwon Ko, July 2006

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2008

Language:

english

File:

PDF, 87 KB

english, 2008

49

“Weighted Pricing Functionals with Applications to Insurance: An Overview,” Edward Furman and Ricardas Zitikis, Vol. 13, No. 4, 2009

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2010

Language:

english

File:

PDF, 58 KB

english, 2010

50

Indicator Function and Hattendorff Theorem

Gerber, Hans U., Leung, Bartholomew P.K., Shiu, Elias S.W.

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 136 KB

english, 2003

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