91
Publications
8.6K
Citations
49
H-Index
1970
Active since
Hans U. Gerber is an author at University of Lausanne specializing in business, finance, and probability theory.
Top concepts
BusinessFinanceProbabilityEconomicsAsset PricingEngineeringFinancial EngineeringManagementOption PricingRisk Management
Publications per year
1970–2015
91
91
Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 1998 · 791 citations
Option pricing by Esscher transforms.
Hans U. Gerber, Shiu E.S.W. · SERVAL (Université de Lausanne) · 1995 · 660 citations
Louis M. Friedler, Newton L. Bowers, Hans U. Gerber et al. · American Mathematical Monthly · 1986 · 633 citations
The Time Value of Ruin in a Sparre Andersen Model
Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 2005 · 250 citations
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