Consortium of Swiss Academic Libraries

The optimal dividend barrier in the Gamma-Omega model

Albrecher, Hansjörg ; Gerber, Hans ; Shiu, Elias

In: European Actuarial Journal, 2011, vol. 1, no. 1, p. 43-55

Consortium of Swiss Academic Libraries

On optimal investiment strategies = Sulle strategie di investimento ottimali

Gerber, Hans ; Shiu, Elias

In: Rivista di matematica per le scienze economiche e sociali, 1997, vol. 20, no. 2, p. 133-151