Hans U. Gerber

Management Science and Operations Research · 1971–2013

A researcher in the Science corpus: 16 papers; trusts 18 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 34 citations into it; #1,112 of 11,946 by trust here, #1,182 by citations
• Demography — 33 citations into it; #361 of 4,236 by trust here, #450 by citations
• Finance — 31 citations into it; #1,470 of 10,518 by trust here, #1,924 by citations
• Economics and Econometrics — 19 citations into it
• Statistics and Probability — 13 citations into it; #6,157 of 12,932 by trust here, #3,893 by citations

Whom Hans U. Gerber trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Hansjörg Albrecher *
2. Serena Tiong
3. Hangsuck Lee
4. X. Lin
5. Bjarne Højgaard
6. D. Dickson
7. Daniel Dufresne
8. Andreas E. Kyprianou
9. E. Shiu
10. Eric C. K. Cheung

Who trusts Hans U. Gerber overall

1. Ronnie Loeffen
2. Shuanming Li
3. Andreas E. Kyprianou
4. Virginia R. Young
5. Yan Zeng
6. Zhongfei Li
7. Hansjörg Albrecher *
8. Bin Li
9. Xiaowen Zhou
10. Chuancun Yin

Papers from Hans U. Gerber's perspective

Ordered by how strongly the researchers Hans U. Gerber trusts endorse each paper. Same corpus, a different order for every researcher.

1. Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
2. An Introduction to Probability Theory and Its Applications
3. The compound Poisson risk model with a threshold dividend strategy
4. Valuing Equity-Indexed Annuities
5. Randomized observation periods for the compound Poisson risk model: the discounted penalty function
6. Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
7. On a Classical Risk Model with a Constant Dividend Barrier
8. On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times
9. The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
10. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)

Their papers

• On optimal dividends: From reflection to refraction (2006) — 90 citations
• The optimal dividend barrier in the Gamma–Omega model (2011) — 104 citations
• Optimal Dividends (2004) — 209 citations
• Maximizing Dividends without Bankruptcy (2006) — 55 citations
• Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends (2003) — 59 citations
• The Omega model: from bankruptcy to occupation times in the red (2012) — 61 citations
• Discounted probabilities and ruin theory in the compound binomial model (2000) — 108 citations
• Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest (2006) — 83 citations
• Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment (2007) — 65 citations
• Optimal dividends in the dual model (2007) — 118 citations
• Valuing equity-linked death benefits in jump diffusion models (2013) — 59 citations
• Valuing equity-linked death benefits and other contingent options: A discounted density approach (2012) — 70 citations
• Optimal Dividends in the Dual Model with Diffusion (2008) — 98 citations
• A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (2006) — 97 citations
• Pricing Dynamic Investment Fund Protection (2000) — 70 citations
• Some Results for Discrete Unimodality (1971)