Hans-Ulrich Gerber

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165 publications

2019 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | 1976 | 1975 | 1974 | 1973 | 1972 | 1971 | 1970 | 1969 | 1968 |
 
A constraint-free approach to optimal reinsurance
Gerber H.U., Shiu E.S.W., Yang H., 2019/01/02. Scandinavian Actuarial Journal, 2019 (1) pp. 62-79. Peer-reviewed.
 
Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
Gerber H.U., Shiu E.S.W., Yang H., 2015/07. Insurance: Mathematics and Economics, 64 pp. 313-325. Peer-reviewed.
 
The impact factor of IME (Editorial)
Kaas R., Gerber H., Goovaerts M., Shiu E., Albrecher H., 2015/05. Insurance: Mathematics and Economics, 62 pp. 1-4. Peer-reviewed.
 
Valuing equity-linked death benefits in jump diffusion models
Gerber H.U., Shiu E.S.W., Yang H., 2013/11. Insurance: Mathematics and Economics, 53 (3) pp. 615-623. Peer-reviewed.
 
The Omega model: from bankruptcy to occupation times in the red
Gerber H.U., Shiu E.S.W., Yang H., 2012/12. European Actuarial Journal, 2 (2) pp. 259-272. Peer-reviewed.
 
Valuing equity-linked death benefits and other contingent options: a discounted density approach
Gerber H.U., Shiu E.S.W., Yang H., 2012/04. Insurance: Mathematics & Economics, 51 (1) pp. 73-92. Peer-reviewed.
A note on moments of dividends
Albrecher H., Gerber H. U., 2011. Acta Mathematica Applicatae Sinica, 27 (3) pp. 353-354. Peer-reviewed.
The optimal dividend barrier in the Gamma-Omega model
Albrecher H., Gerber H., Shiu E., 2011. European Actuarial Journal, 1 (1) pp. 43-55. Peer-reviewed.
 
Obtaining the dividends-penalty identities by interpretation
Gerber H.U., Yang H., 2010/10. Insurance: Mathematics and Economics, 47 (2) pp. 206-207. Peer-reviewed.
 
An elementary approach to discrete models of dividend strategies
Gerber H.U., Shiu E.S.W., Yang H., 2010/02. Insurance: Mathematics and Economics, 46 (1) pp. 109-116. Peer-reviewed.
A direct approach to the discounted penalty function
Albrecher H., Gerber H.U., Yang H., 2010. North American Actuarial Journal, 14 (4) pp. 420-434. Peer-reviewed.
 
Reply to discussions on "A direct approach to the discounted penalty function"
Albrecher H., Gerber H., Yang H., 2010. North American Actuarial Journal, 14 (4) pp. 445-447. Peer-reviewed.
 
Crossing Time of Annuities with Exponential Payment Rates
Gerber H.U., Shiu E.S.W., Yang H., 2009. Bulletin of the Swiss Association of Actuaries pp. 96-100. Peer-reviewed.
On the non-optimality of proportional reinsurance according to the dividend criterion
Albrecher H., Gerber H.U., 2009. Bulletin of the Swiss Association of Actuaries 1 pp. 94-95. Peer-reviewed.
 
Methods to estimate the optimal dividend barrier and the probability of ruin
Gerber H.U., Shiu E. S. W., Smith N., 2008. Insurance: Mathematics and Economics, 42 (1) pp. 243-254. Peer-reviewed.
 
Optimal dividends in the dual model with diffusion
Avanzi B., Gerber H.U., 2008. Astin Bulletin, 38 (2) pp. 653-667. Peer-reviewed.
 
Optimal Dividends in the Dual Model with Diffusion
Avanzi Benjamin, Gerber Hans U., 2008. ASTIN Bulletin, 38 (02) pp. 653-667. Peer-reviewed.
 
Optimal dividends with incomplete information in the dual model
Gerber H.U., Smith N., 2008. Insurance: Mathematics and Economics, 43 (2) pp. 227-233. Peer-reviewed.
 
Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
Gerber H.U., Yang H., 2007. North American Actuarial Journal, 11 (3) pp. 159-169. Peer-reviewed.
 
Life Insurance Mathematics
H.U. Gerber , 2007., Springer Tokyo.
 
Optimal Dividends in the Dual Model
Avanzi B., Gerber H.U., Shiu E.S.W., 2007. Insurance: Mathematics and Economics, 41 (1) pp. 111-123. Peer-reviewed.
 
A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
Gerber H.U., Lin X.S., Yang H., 2006. Astin Bulletin, 36 (2) pp. 489-503. Peer-reviewed.
 
Discussion of Xiaowen Zhou's "On a Classical Risk Model with a Constant Dividend Barrier"
Chan B., Gerber H.U., Shiu E.S.W., 2006. North American Actuarial Journal, 10 (2) pp. 133-139. Peer-reviewed.
 
Maximizing Dividends without Bankruptcy
Gerber H. U., Shiu E. S. W., Smith N., 2006. Astin Bulletin, 36 (1) pp. 5-23. Peer-reviewed.
 
On Optimal Dividend Strategies in the Compound Poisson Model
Gerber H. U., Shiu E. S. W., 2006. North American Actuarial Journal, 10 (2) pp. 76-93. Peer-reviewed.
 
On Optimal Dividends: From Reflection to Refraction
Gerber H.U., Shiu E.S.W., 2006. Journal of Computational and Applied Mathematics, 186 (1) pp. 4-22. Peer-reviewed.
 
On the Merger of Two Companies
Gerber H. U., Shiu E. S. W., 2006. North American Actuarial Journal, 10 (3) pp. 60-67. Peer-reviewed.
 
Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest
Cai J., Gerber H.U., Yang H., 2006. North American Actuarial Journal, 10 (2) pp. 94-108. Peer-reviewed.
 
The Time Value of ruin in a Sparre Andersen Model
Gerber H. U., Shiu E. S. W., 2005. North American Actuarial Journal, 9 (2) pp. 49-84. Peer-reviewed.
 
Optimal Dividends : Analysis with Brownian Motion
Gerber H. U., Shiu E. S. W., 2004. North American Actuarial Journal, 8 (1) pp. 1-20. Peer-reviewed.
 
Discussion of "Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process"
Gerber H. U., Shiu E. S. W., 2003. North American Actuarial Journal, 7 (3 and 4) pp. 117-119 and 96-101. Peer-reviewed.
 
Economic Ideas of Bruno De Finetti in the Wiener Process Model
Gerber H. U., Shiu E. S. W., 2003. pp. 75-95 dans Metodi Statistici per la Finanza e le Assicurazioni, Frosini B.V..
 
Geometric Brownian Motion Models for Assets and Liabilities : From Pension Funding to Optimal Dividends
Gerber H. U., Shiu E. S. W., 2003. North American Actuarial Journal, 7 (3) pp. 37-56. Peer-reviewed.
 
Indicator Function and Hattendorff Theorem
Gerber H. U., Leung B. P. K., Shiu E. S. W., 2003. North American Actuarial Journal, 7 (1) pp. 38-47. Peer-reviewed.
 
Pricing Lookback Options and Dynamic Guarantees
Gerber H. U., Shiu E. S. W., 2003. North American Actuarial Journal, 7 (1) pp. 48-67. Peer-reviewed.
 
Pricing Perpetual Fund Protection with Withdrawal Option
Gerber H. U., Shiu E. S. W., 2003. North American Actuarial Journal, 7 (2) pp. 60-92. Peer-reviewed.
 
Performanceweitergabe bei einer Mindestverzinsung
Deprez. O. , Furrer C., Gerber H.U., 2001. Bulletin of the Swiss Association of Actuaries, 2001 (2) pp. 109-121. Peer-reviewed.
 
Discounted probabilities of ruin in the compound binomial model
Cheng S., Gerber H.U., Shiu E.S.W., 2000. Insurance: Mathematics and Economics, 26 pp. 239-250. Peer-reviewed.
 
Investing for retirement: optimal capital growth and dynamic asset allocation
Gerber H.U., Shiu E.S.W., 2000. North American Actuarial Journal, 4 (2) pp. 42-62. Peer-reviewed.
 
Pricing dynamic investment fund protection
Gerber H.U., Pafumi G., 2000. North American Actuarial Journal, 4 (2) pp. 28-41. Peer-reviewed.
 
From ruin theory to pricing reset guarantees and perpetual put options
Gerber H.U., Shiu E.S.W., 1999. Insurance: Mathematics and Economics, 24 pp. 3-14. Peer-reviewed.
 
On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
Gerber H.U., Landry B., 1998. Insurance: Mathematics and Economics, 22 pp. 263-276. Peer-reviewed.
 
On the time value of ruin
Gerber H.U., Shiu E.S.W., 1998. North American Actuarial Journal, 2 (1) pp. 48-78. Peer-reviewed.
 
Pricing perpetual options for jump processes
Gerber H.U., Shiu E.S.W., 1998. North American Actuarial Journal, 2 (3) pp. 101-112. Peer-reviewed.
 
Stop-loss a tempo continuo e protezione dinamica di un fondo d'investimento
Gerber H.U., Pafumi G., 1998. Rivista di matematica per le scienze economiche e sociali, 21 pp. 125-146. Peer-reviewed.
 
Stop-loss a tempo continuo e protezione dinamica di un fondo d’investimento
Gerber Hans U., Pafumi Gérard, 1998. Decisions in Economics and Finance, 21 (1-2) pp. 125-146. Peer-reviewed.
 
Utility functions: from risk theory to finance
Gerber H.U., Pafumi G., 1998. North American Actuarial Journal, 2 (3) pp. 74-100. Peer-reviewed.
 
Actuarial Mathematics, second edition
Bowers N. L., Gerber H. U., James C. H., Donald A. J., Cecil J. N., 1997., Society of Actuaries.
 
Le prix d'une option américaine perpétuelle pour des processus à sauts
Gerber H.U, Shiu E.S.W., 1997. Bulletin Français d'Actuariat, 1 pp. 83-91. Peer-reviewed.
 
Life Insurance Mathematics, third edition
Gerber H.U., Exercises Contributed by Cox S.H., 1997., Springer-Verlag, Berlin-Heidelberg and Swiss Association of Actuaries, Zürich.
 
On optimal investment strategies
Gerber H.U., Shiu E.S.W., 1997. Rivista di matematica per le scienze economiche e sociali, 20 (2) pp. 133-151. Peer-reviewed.
 
Skewness and stock option prices
Gerber H.U., Landry B., 1997. North American Actuarial Journal, 1 (3) pp. 50-65. Peer-reviewed.
 
The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
Gerber H.U., Shiu E.S.W., 1997. Insurance: Mathematics and Economics, 21 pp. 129-137. Peer-reviewed.
 
Life Insurance Mathematics
Gerber H.U., 1996., Drustvo matematikov, fisikov in astronomov Slovenije.
 
A Teacher's Remark on Exact Credibility
Gerber H.U., 1995. Astin Bulletin, 25 (2) pp. 189-192. Peer-reviewed.
 
Actuarial Approach to Option Pricing
Gerber H.U., Shiu E.S.W., 1995. pp. 43-96 dans Proceedings of the 5th AFIR International Colloquium.
 
Ausbildung und Anerkennung der Versicherungsmathematiker
Embrechts P., Gerber H.U., Gisler A., Kohler M.T., Luthy H., Streit P., Tobler H., 1995. pp. 165-180 dans Transactions of the 25th International Congress of Actuaries.
 
Pricing Russian Options with the Compound Poisson Process
Gerber H.U., Michaud F, Shiu E.S.W., 1995. pp. 243-263 dans Transactions of the 25th International Congress of Actuaries.
 
From Perpetual Strangles to Russian Options
Gerber H. U., Shiu E.S.W., 1994. Insurance: Mathematics and Economics, 15 pp. 121-126. Peer-reviewed.
 
Martingale Approach to Pricing Perpetual American Options
Gerber H.U., Shiu E.S.W., 1994. Astin Bulletin, 24 pp. 195-220. Peer-reviewed.
 
Martingale Approach to Pricing Perpetual American Options
Gerber Hans U., Shiu Elias S.W., 1994. ASTIN Bulletin, 24 (02) pp. 195-220. Peer-reviewed.
 
Martingales and tail probabilities
Gerber H.U., 1994. Astin Bulletin, 24 pp. 145-146. Peer-reviewed.
 
Option pricing by Esscher transforms
Gerber H.U., Shiu E.S.W., 1994. Transactions of the Society of Actuaries, 46.
 
Pricing Financial Contracts with Indexed Homogeneous Payoff
Gerber H.U., Shiu E.S.W., 1994. Bulletin of the Swiss Association of Actuaries, 94 pp. 143-166.
 
Some Alternatives for the Individual Model
Gerber H.U., Kaas R., 1994. Insurance: Mathematics and Economics, 15 pp. 127-132. Peer-reviewed.
 
Discussion of the paper "Valuing American options in a Path Simulation Model" by J.A. Tilley
Gerber H. U., Shiu E. S. W., 1993. Transactions of the Society of, 44 pp. 524-534.
 
Option Pricing by Esscher Transforms
Gerber H. U., Shiu E. S. W., 1993. Proceedings of the 24th Astin Colloquium, Cambridge, 2 pp. 305-344.
 
Ruin theory beyond chapter 12
Gerber H. U., 1993. Actuarial Research Clearing House pp. 1-4.
 
The Probability of Ruin for the Inverse Gaussian and Related Processes
Dufresne F., Gerber H.U., 1993. Insurance: Mathematics and Economics, 12 (1) pp. 9-22. Peer-reviewed.
 
The Probability of Ruin for the Inverse Gaussian and Related Processes
Dufresne F., Gerber H.U., 1993. Insurance: Mathematics and Economics, 12 (1) pp. 9-22. Peer-reviewed.
 
A survey of some results of classical ruin theory
Gerber H. U., 1992. Geld, Banken und Versicherungen, VVW Karlsruhe pp. 43-52.
 
From the generalized gamma to the generalized negative binomial distribution
Gerber H. U., 1992. Insurance: Mathematics and Economics, 10 (4) pp. 303-309.
 
On the probability of ruin for infinitely divisible claim amount
Gerber H. U., 1992. Insurance: Mathematics and Economics, 11 (2) pp. 163-166.
 
Rational ruin problems - A note for the teacher
Dufresne F., Gerber H.U., 1991. Insurance: Mathematics and Economics, 10 (1) pp. 21-29. Peer-reviewed.
 
Rational ruin problems - a note for the teacher
Dufresne F., Gerber H. U., 1991. Insurance: Mathematics and Economics, 10 (1) pp. 21-29.
 
Risk theory for the compound Poisson process that is perturbed by diffusion
Dufresne F., Gerber H. U., 1991. Insurance: Mathematics and Economics, 10 (1).
 
Risk theory for the compound Poisson process that is perturbed by diffusion
Dufresne F., Gerber H.U., 1991. Insurance: Mathematics and Economics, 10 (1) pp. 51-59. Peer-reviewed.
 
Risk theory with the gamma process
Dufresne F., Gerber H. U., Shiu E. S. W., 1991. ASTIN Bulletin, 21 (2) pp. 177-192.
 
Risk theory with the gamma process
Dufresne F., Gerber H.U., Shiu E.S.W., 1991. ASTIN Bulletin, 21 (2) pp. 177-192. Peer-reviewed.
 
Risk Theory with the Gamma Process
Dufresne François, Gerber Hans U., Shiu Elias S. W., 1991. ASTIN Bulletin, 21 (02) pp. 177-192. Peer-reviewed.
 
From the comvolution of uniform distributions to the probability of ruin
Gerber H.U., 1990. Bulletin of the Swiss Association of Actuaries pp. 283-292.
 
Great expectations - Advanced problem 6576
Gerber H.U., 1990. American Mathematical Monthly, 97 (10) pp. 930-932.
 
When does the surplus reach a given target?
Gerber H.U., 1990. Insurance: Mathematics and Economics, 9 pp. 115-119.
 
Three methods to calculate the probability of ruin
Dufresne, F., Gerber, H.U. , 1989. ASTIN Bulletin, 19 (1) pp. 71-90.
 
Three methods to calculate the probability of ruin
Dufresne F., Gerber H.U., 1989. ASTIN Bulletin, 19 (1) pp. 71-90. Peer-reviewed.
 
Bewertung des Risikos einer Pensionskasse
Gerber H.U., 1988. Münchner Blätter der Versicherungsmathematik pp. 1-26.
 
Mathematical fun with ruin theory
Gerber H.U., 1988. Insurance: Mathematics and Economics, 7 pp. 15-23.
 
Mathematical fun with the compound binomial process
Gerber H.U., 1988. Astin Bulletin, 18 (2) pp. 161-168.
 
Non-uniqueness of option prices
Gerber, H.U., Shiu, E.S.W. , 1988. Insurance: Mathematics and Economics, 7 pp. 67-69.
 
The probability and severity of ruin for combinations of exponential claim amount distribution and their translations
Dufresne F., Gerber H.U., 1988. Insurance: Mathematics and Economics, 7 (2) pp. 75-80. Peer-reviewed.
 
The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
Dufresne F., Gerber H.U., 1988. Insurance: Mathematics and Economics, 7 (2) pp. 75-80.
 
The surpluses immediately before and at ruin, and the amount of the claim causing ruin
Dufresne, F., Gerber, H.U. , 1988. Insurance: Mathematics and Economics, 7 (3) pp. 193-199.
 
The surpluses immediately before and at ruin, and the amount of the claim causing ruin
Dufresne F., Gerber H.U., 1988. Insurance: Mathematics and Economics, 7 (3) pp. 193-199. Peer-reviewed.
 
A simple proof of Feller's characterization of the compound Poisson distribution
Gerber, H.U., Valderrama Ospina, A. , 1987. Insurance: Mathematics and Economics, 6 pp. 63-64.
 
Actuarial applications of utility functions
Gerber H.U., 1987. dans Actuarial Science, Reidel.
 
On the probability and severity of ruin
Gerber, H.U., Goovaerts, M.J., Kaas, R. , 1987. Astin Bulletin, 17 (2) pp. 151-163.
 
On the Probability and Severity of Ruin
Gerber Hans U., Goovaerts Marc J., Kaas Rob, 1987. ASTIN Bulletin, 17 (02) pp. 151-163. Peer-reviewed.
 
Some moment inequalities and their applications
Gerber H.U., 1987. Transactions of the Society of Actuaries, 38 pp. 75-104.
 
Economic ideas in risk theory
Gerber H.U., 1986. dans Insurance and Risk Theory, Nato ASI Series N0. C.
 
Lebensversicherungsmathematik
H.U. Gerber , 1986., Springer, Berlin Heidelberg.
 
On the small risk approximation
Gerber, H.U., Heijnen, B. , 1986. Insurance: Mathematics and Economics, 5 pp. 151-157.
 
On additive principles of premium calculation
Gerber H.U., 1985. Insurance: Mathematics and Economics, 4 pp. 249-251.
 
On convex principles of premium calculation
Deprez, O., Gerber, H.U. , 1985. Insurance: Mathematics and Economics, 4 pp. 179-189.
 
On the monotonicity of stop-loss premiums
Gerber, H.U., Schürger, K. , 1985. Insurance: Mathematics and Economics, 4 p. 135.
 
The reinsurer's monopoly and the Bowley solution
Chan, F.Y., Gerber, H.U. , 1985. Astin Bulletin, 15 (2) pp. 141-148.
 
Chains of reinsurance
Gerber H.U., 1984. Insurance: Mathematics and Economics, 3 pp. 43-48.
 
Equilibria in a proportional reinsurance market
Gerber H.U., 1984. Insurance: Mathematics and Economics, 3 pp. 97-100.
 
Error bounds for the compound Poisson approximation
Gerber H.U., 1984. Insurance: Mathematics and Economics, 3 pp. 191-194.
 
Mixed Poisson processes and the probability of ruin
Gerber, H.U., Seal, H.L. , 1984. Insurance: Mathematis and Economics pp. 189-190.
 
The impact of reinsurance on the insurar's risk
Gerber H.U., 1984. pp. 171-181 dans Premium calculation in insurance, Nato ASI Series No. C.
 
Wronski's formula and the resultant of two polynomials
Gerber H.U., 1984. American Mathematical Monthly, 91 (10) pp. 644-646.
 
A remark on the principle of zero utility
Gerber H.U., 1983. Astin Bulletin, 13 (2) pp. 133-134.
 
On the asymptotic behavior of the mixed Poisson process
Gerber H.U., 1983. Scandinavian Actuarial Journal p. 256.
 
Verlustvortrag und Zufallswege
Gerber H.U., 1983. Bulletin of the Swiss Association of Actuaries pp. 125-127.
 
A Remark on the Principle of Zero Utility
Gerber Hans U., 1982. ASTIN Bulletin, 13 (02) pp. 133-134. Peer-reviewed.
 
An unbayesed approach to credibility
Gerber H.U., 1982. Insurance: Mathematis and Economics, 1 pp. 271-276.
 
Credibility und Ruintheorie
Gerber H.U., 1982. Mannheimer Vorträge zur Versicherungswissenschaft, 22 pp. 1-18.
 
On the numerical evaluation of the dsitribution of aggregate claims and its stop-loss premiums
Gerber H.U., 1982. Insurance: Mathematis and Economics, 1 pp. 13-18.
 
Ruin theory in the linear model
Gerber H.U., 1982. Insurance: Mathematis and Economics, 1 pp. 177-184.
 
On the probability of ruin in an autoregressive model
Gerber H.U., 1981. Bulletin of the Swiss Association of Actuaries pp. 213-219.
 
On the probability of ruin in the presence of a linear dividend barrier
Gerber H.U., 1981. Scandinavian Actuarial Journal pp. 105-115.
 
On the representation of additive principles of premium calculation
Gerber, H.U., Goovaerts, M.J. , 1981. Scandinavian Actuarial Journal pp. 221-227.
 
Risk exchanges in closed and open systems
Gerber H.U., 1981. Cahiers du Centre d'études de recherche opératiuonnelle, Bruxelles, 23 (3) pp. 219-223.
 
The Esscher premium principle: a criticism - comment
H.U. Gerber , 1981. Astin Bulletin, 12 (2).
 
The Esscher premium: a criticism
Gerber H.U., 1981. Astin Bulletin pp. 139-140.
 
The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain
Gerber, H.U., Li, S.Y.R. , 1981. Stochastic processes and their applications, 11 pp. 101-108.
 
The Wiener process with drift between a linear retaining and an absorbing barrier
Gerber, H.U., Goovaerts, M.J., De Pril, N. , 1981. Journal of Computational and Applied Mathematics, 7 (4) pp. 267-269.
 
A characterization of certain families of distributions via Esscher tranforms and independence
Gerber H.U., 1980. Journal of the American Statistical Association pp. 1015-1018.
 
Credibility for Esscher premiums
Gerber H.U., 1980. Bulletin of the Swiss Association of Actuaries pp. 307-312.
 
Principles of premium calculation and reinsurance
Gerber H.U., 1980. Transactions of the Internatiomnal Congress of Actauries T1 pp. 137-142.
 
Risk exchange induced by an external agent
Gerber H.U., 1980. Transactions of the Internatiomnal Congress of Actauries S pp. 385-392.
 
A characteristic property of the Poisson distribution
Gerber H.U., 1979. The American Statistician, 33 (2) pp. 85-86.
 
An Introduction to Mathematical Risk Theory
Hans U. Gerber , 1979., Huebner.
 
Einige zeitgemässe Probleme des Versicherungswesens in den Vereinigten Staaten
Gerber H.U., 1979. Revue Suisse d'Assurances, 47 (12) pp. 353-359.
 
Näherungsformeln bei unterjähriger Zahlung
Gerber, H.U., Jones, D.A. , 1979. Bulletin of the Swiss Association of Actuaries pp. 147-150.
 
Applications of linear algebra in graduation and other disciplines of actuarial science
Gerber, H.U., Jones, D.A. , 1978. Actuarial Research Clearing House pp. 1-20.
 
General jump processes and time change - or, how to define stochastic operational time
Bühlmann, H., Gerber, H.U. , 1978. Scandinavian Actuarial Journal pp. 102-107.
 
Pareto-optimal risk exchanges and related decision problems
Gerber H.U., 1978. Astin Bulletin, 10 (1) pp. 25-33.
 
Risk bearing and the insurance market
Bühlmann, H., Gerber, H.U. , 1978. Astin Bulletin, 10 (1) pp. 12-24.
 
On optimal cancellation of policies
Gerber H.U., 1977. Astin Bulletin, 9 (1) pp. 125-138.
 
On the computation of stop-loss premiums
Gerber H.U., 1977. Bulletin of the Swiss Association of Actuaries pp. 47-58.
 
Some inequalities for stop-loss premiums
Bühlmann, H., Gagliardi, B., Gerber, H.U., Straub, E. , 1977. Astin Bulletin, 9 (1) pp. 75-83.
 
Uncertainty functions with a constant rate of reduction and comparison of experiments
Gerber H.U., 1977. Journal of the American Statistical Association, 72 (360) pp. 899-900.
 
A probabilistic model for (life) contingencies and a delta-free approach to contingency reserves
H.U. Gerber , 1976. Transactions of the Society of Actuaries, 28 pp. 127-148.
 
Actuarial aspects of survival studies of Cystic Fibrosis patients
Gerber, H.U., Nesbitt, C.J. , 1976. Transactions of the Internatiomnal Congress of Actauries pp. 625-636.
 
On optimal decisions when the quality of a risk is unknown
Gerber, H.U., Virola, R.A. , 1976. Transactions of the Internatiomnal Congress of Actauries pp. 127-148.
 
Some practical aspects in connection with the calculation of stop-loss premiums
Gerber, H.U., Jones, D.A. , 1976. Transactions of the Society of Actuaries, 28 pp. 215-235.
 
A geometric proof of Borch's theorem
Gerber H.U., 1975. Bulletin of the Swiss Association of Actuaries pp. 183-187.
 
Credibility formulas of the updating type
Gerber H.U., 1975. Transactions of the Society of Actuaries, 27 pp. 31-52.
 
Survival patterns in Cystic Fibrosis
Gerber, H.U., Nesbitt, C.J., Pogue, R.E., Warwick, W.W. , 1975. Journal of Chronic Deseases, 28 pp. 609-622.
 
The surplus process as a fair game - utilitywise
Gerber H.U., 1975. Astin Bulletin, 8 (3) pp. 307-322.
 
Dividend formulas in group insurance
Gerber, H.U., Dones, D.A. , 1974. Transactions of the Society of Actuaries, 26 pp. 77-93.
 
On additive premium calculation principles
Gerber H.U., 1974. Astin Bulletin, 7 (3) pp. 215-222.
 
On iterative premium calculation principles
Gerber H.U., 1974. Bulletin of the Swiss Association of Actuaries pp. 163-172.
 
Credibility formulas with geometric weights
Gerber, H.U., Jones, D.A.. , 1973. American Statistical Association, Proceedings of the Business and Economic Section pp. 229-230.
 
Local and global kernels for a certain family of interpolation formulas
Gerber, H.U., Nesbitt, C.J. , 1973. Actuarial Research Clearing House pp. 1-12.
 
Martingales in risk theory
Gerber H.U., 1973. Bulletin of the Swiss Association of Actuaries pp. 205-216.
 
Ein satz von Khintchin und die Varianz von unimodalen Verteilungen
Gerber H.U., 1972. Bulletin of the Swiss Association of Actuaries pp. 225-231.
 
Games of economic survival with discrete and continuous income processes
Gerber H.U., 1972. Operations Research, 20 (1) pp. 37-45.
 
Der Einfluss von Zins auf die Ruinwahrscheinlichkeit
Gerber H.U., 1971. Bulletin of the Swiss Association of Actuaries pp. 63-70.
 
Some results for discrete unimodality
Gerber, H.U., Keilson, J. , 1971. Journal of the American Statistical Association, 66 (334) pp. 386-389.
 
The discounted central limit theorem and its Berry-Esséen analogue
Gerber H.U., 1971. Annals of Mathematical Statistics, 42 (1) pp. 389-392.
 
An extension of the renewal equation and its application in the collective theory of risk
Gerber H.U., 1970. Scandinavian Actuarial Journal pp. 205-210.
 
Entscheidungskriterien fuer den zusammengesetzten Poissonprozess
Gerber H.U., 1969. Bulletin of the Swiss Association of Actuaries pp. 1-47.
 
Abschaetzung der Ruinwahrscheinlichkeit mit den Methoden der Fluktuationstheorie fuer Zufallswege
Gerber H.U., 1968. Scandinavian Actuarial Journal pp. 171-173.
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