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

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 30K citations

Natural Sciences, Mathematics, Probability Theory +11

On the Time Value of Ruin

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 1998 · 793 citations

Social Sciences, Economics, Finance +16

Actuarial Mathematics.

Louis M. Friedler, Newton L. Bowers, Hans U. Gerber et al. · American Mathematical Monthly · 1986 · 633 citations

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

François Dufresne, Hans U. Gerber · Insurance Mathematics and Economics · 1991 · 307 citations

Engineering, Finance, Risk Management +14

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 · Insurance Mathematics and Economics · 1997 · 214 citations

Social Sciences, Economics, Financial Economics +6