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Mathematics

D-Index
54
Citations
12887
World Ranking
830
National Ranking
15

Overview

Hans U. Gerber is affiliated with the University of Lausanne in Switzerland. The academic work centers predominantly on fields such as Economics, Econometrics and Finance, as well as Social Sciences. Key subfields of study include Demography, Finance, Economics and Econometrics, Management Science and Operations Research, and Soil Science.

The research topics covered by this scientist include:

  • Insurance, Mortality, Demography, Risk Management
  • Insurance and Financial Risk Management
  • Probability and Risk Models
  • Stochastic processes and financial applications
  • Financial Risk and Volatility Modeling
  • Agricultural risk and resilience
  • Global Health Care Issues

Recent publications indicate a focus on actuarial science and financial risk modeling. Notable papers include:

  • "Uniform Distribution of Deaths, Fractional Independence, and Negative Payment-Frequency*" (2024), published in North American Actuarial Journal
  • "An actuarial approach to pricing barrier options" (2021), published in European Actuarial Journal
  • "Equivalence principle and Jewell's inequality" (2021), published in European Actuarial Journal
  • "Hans U. Gerber and Elias S. W. Shiu's Discussion on "Agricultural Insurance Ratemaking: Development of a New Premium Principle," by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4)" (2020), published in North American Actuarial Journal

Frequent co-authors in these research endeavors include:

  • Elias S. W. Shiu
  • Jun Yang

Publications have appeared predominantly in two venues:

  • European Actuarial Journal
  • North American Actuarial Journal

Research contributions notably revolve around insurance and financial risk, extending into demographic studies and applications of stochastic processes to actuarial problems. The scientist's work intersects quantitative modeling, risk assessment, and applied economic theory, often engaging with topics related to mortality and agricultural insurance.

Best Publications

  • An introduction to mathematical risk theory

    Hans U Gerber

  • On the Time Value of Ruin

    Hans U. Gerber;Elias S. W. Shiu

  • Option pricing by Esscher transforms.

    H.U. Gerber;Shiu E.S.W.

  • Risk theory for the compound Poisson process that is perturbed by diffusion

    François Dufresne;Hans U. Gerber

  • Optimal Dividends: Analysis with Brownian Motion. .

    Hans U. Gerber;Elias S. W. Shiu

  • Life Insurance Mathematics

    Hans U. Gerber

  • 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

  • Mathematical Fun with the Compound Binomial Process

    Hans U. Gerber

  • On the Probability and Severity of Ruin

    Hans U. Gerber;Marc J. Goovaerts;Rob Kaas

  • On the discounted penalty at ruin in a jump-diffusion and the perpetual put option

    Hans U. Gerber;Bruno Landry

  • Actuarial bridges to dynamic hedging and option pricing

    Hans U. Gerber;Elias S.W. Shiu

  • Some Results for Discrete Unimodality

    J. Keilson;H. Gerber

  • On convex principles of premium calculation

    Olivier Deprez;Hans U. Gerber

  • Optimal dividends in the dual model

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

  • An extension of the renewal equation and its application in the collective theory of risk

    Hans U. Gerber

  • Risk theory with the gamma process

    F. Dufresne;H.U. Gerber;E.S.W. Shiu

  • The surpluses immediately before and at ruin, and the amount of the claim causing ruin

    François Dufresne;Hans U. Gerber

  • Discounted probabilities and ruin theory in the compound binomial model

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

  • Financial Economics: With Applications to Investments, Insurance and Pensions

    Ph. P Boyle;S. H. Cox;D. Dufresne;H.U. Gerber

  • Martingale Approach to Pricing Perpetual American Options

    Hans U. Gerber;Elias S.W. Shiu

  • The Time Value of Ruin in a Sparre Andersen Model

    Unknown

Frequent Co-Authors

Hailiang Yang
Hailiang Yang University of Hong Kong
Hansjörg Albrecher
Hansjörg Albrecher University of Lausanne
Christian Genest
Christian Genest McGill University

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