Author:
Gerber Hans U.,Shiu Elias S.W.
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference7 articles.
1. Gerber, H.U., Landry, B., 1998. On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. Insurance: Mathematics and Economics 22, 263–276.
2. Gerber, H.U., Shiu, E.S.W., 1997a. From ruin theory to option pricing. Joint Day Proceedings Volume of XXVIIIth International ASTIN Colloquium/Seventh International AFIR Colloquium, pp. 157–176.
3. The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin;Gerber;Insurance: Mathematics and Economics,1997
4. Gerber, H.U., Shiu, E.S.W., 1998a. On the time value of ruin. North American Actuarial Journal 2 (1) 48–72; Discussions pp. 72–78.
5. Gerber, H.U., Shiu, E.S.W., 1998b. Pricing perpetual options for jump processes. North American Actuarial Journal 2 (3), 101–107; Discussions 108–112.
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