E. Shiu
Finance · 2000–2013
A researcher in the Science corpus: 10 papers; trusts 10 researchers and is trusted by 21 researchers here, as inferred from the citation graph.
Subfields
- Finance — 28 citations into it; #1,795 of 10,518 by trust here, #2,459 by citations
- Demography — 25 citations into it; #487 of 4,236 by trust here, #709 by citations
- Management Science and Operations Research — 22 citations into it; #1,354 of 11,946 by trust here, #1,590 by citations
- Economics and Econometrics — 9 citations into it
- Statistics and Probability — 9 citations into it; #7,159 of 12,932 by trust here, #5,294 by citations
Whom E. Shiu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Hans U. Gerber
- Serena Tiong
- Hangsuck Lee
- Hansjörg Albrecher *
- Bjarne Højgaard
- Daniel Dufresne
- Andreas E. Kyprianou
- Eric C. K. Cheung
- HANSJ¨ORG Albrecher
- D. Dickson
Who trusts E. Shiu overall
- Ronnie Loeffen
- Andreas E. Kyprianou
- Yan Zeng
- Hans U. Gerber
- Zhongfei Li
- Shuanming Li
- Bin Li
- Xiaowen Zhou
- Hansjörg Albrecher *
- Kam Chuen Yuen
Papers from E. Shiu's perspective
Ordered by how strongly the researchers E. Shiu trusts endorse each paper. Same corpus, a different order for every researcher.
- An Introduction to Probability Theory and Its Applications
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function
- Valuing Equity-Indexed Annuities
- Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (ASTIN Bulletin: The Journal of the International Actuarial Association)
- The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
- Randomized Observation Periods for the Compound Poisson Risk Model: Dividends
- Option Pricing Under a Double Exponential Jump Diffusion Model (Management Sciences)
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL
- Variable Annuities: A Unifying Valuation Approach
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 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