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• Pioneers of Financial Economics. Volume 2: Twentieth-Century Contributions 

  Pioneers of Financial Economics. Volume 2: Twentieth-Century Contributions Edited by Geoffrey Poitras with Franck Jovanovic Edward Elgar...

  North American Actuarial Journal, 07/01/08 by Shiu, Elias S W · More from publication

• Tools for Computational Finance 

  Seydel, Rüdiger, 2003, Tools for Computational Finance, 2nd edition, Springer, Berlin, xvi + 240 pages, $44.95 ISBN 3-540-40604-2...

  North American Actuarial Journal, 07/01/04 by Shiu, Elias S W · More from publication

• "Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process" 

  "Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process" Yebin Cheng and Qihe Tang, January 2003 Mr. Cheng and...

  North American Actuarial Journal, 07/01/03 by Gerber, Hans U; Shiu, Elias S W; Li, Shuanming; Lin, Xiaodong Sheldon · More from publication

• Geometric Brownian motion models for assets and liabilities: From pension funding to optimal dividends 

  ABSTRACT In this paper asset and liability values are modeled by geometric Brownian motions. In the first part of the paper we consider a pension...

  North American Actuarial Journal, 07/01/03 by Gerber, Hans U; Shiu, Elias S W · More from publication

• Pricing perpetual fund protection with withdrawal option 

  ABSTRACT Consider an American option that provides the amount if it is exercised at time t, t > or = 0. For simplicity of language, we interpret...

  North American Actuarial Journal, 04/01/03 by Gerber, Hans U; Shiu, Elias S W · More from publication

• Insurance: From Underwriting to Derivatives: Asset Liability Management in Insurance Companies 

  Briys, Eric, and de Varenne, Francois, Insurance: From Underwriting to Derivatives: Asset Liability Management in Insurance Companies, 165 pages,...

  North American Actuarial Journal, 01/01/03 by Shiu, Elias S W · More from publication

• Indicator function and Hattendorff theorem 

  ABSTRACT This paper presents an integration-by-parts proof of the Hattendorff theorem in the general fully continuous insurance model. The proof...

  North American Actuarial Journal, 01/01/03 by Gerber, Hans U; Leung, Bartholomew P K; Shiu, Elias S W · More from publication