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Hans-Ulrich Gerber

Coordonnées

Professeur honoraire
Département de sciences actuarielles

Professeur honoraire
Professeurs honoraires HEC


Contact
Hans-Ulrich.Gerber@unil.ch
Extranef, bureau 237
Tél 021.692.33.98
Fax 0216923435

Adresse postale
Université de Lausanne
Quartier UNIL-Dorigny
Bâtiment Extranef
1015 Lausanne

Recherches

Axes de recherche

Théorie du risque

Publications

160 publications classées par: type de publication  -  année

: Revue avec comité de lecture

Articles

Gerber H.U., Shiu E.S.W. ; Yang H. (Eds.). (2015). Geometric stopping of a random walk and its applications to valuing equity-linked death benefits. 64, 313-325. [doi] [abstract] Revue avec comité de lecture

Kaas R., Gerber H., Goovaerts M., Shiu E. ; Albrecher H. (Eds.). (2015). The impact factor of IME (Editorial). 62, 1-4. [doi] Revue avec comité de lecture

Gerber H.U., Shiu E.S.W. ; Yang H. (Eds.). (2013). Valuing equity-linked death benefits in jump diffusion models. 53, 615-623. [doi] [abstract] Revue avec comité de lecture

Gerber H.U., Shiu E.S.W. ; Yang H. (Eds.). (2012). The Omega model: from bankruptcy to occupation times in the red. 2, 259-272. [doi] [abstract] Revue avec comité de lecture

Gerber H.U., Shiu E.S.W. ; Yang H. (Eds.). (2012). Valuing equity-linked death benefits and other contingent options: a discounted density approach. 51, 73-92. Revue avec comité de lecture

Albrecher H. , Gerber H. (Eds.). (2011). A note on moments of dividends. 27, 353-354. Revue avec comité de lecture

Albrecher H., Gerber H. ; Shiu E. (Eds.). (2011). The optimal dividend barrier in the Gamma-Omega model. 1, 43-55. Revue avec comité de lecture

Albrecher H., Gerber H. ; Yang H. (Eds.). (2010). Reply to discussions on "A direct approach to the discounted penalty function". 14, 445-447. Revue avec comité de lecture

Albrecher H., Gerber H.U. ; Yang H. (Eds.). (2010). A direct approach to the discounted penalty function. 14, 420-434. Revue avec comité de lecture

Gerber H.U., Shiu E.S.W. ; Yang H. (Eds.). (2010). An elementary approach to discrete models of dividend strategies. 46, 109-116. Revue avec comité de lecture

Gerber H.U. , Yang H. (Eds.). (2010). Obtaining the dividends-penalty identities by interpretation. 47, 206-207. Revue avec comité de lecture

Albrecher H. , Gerber H.U. (Eds.). (2009). On the non-optimality of proportional reinsurance according to the dividend criterion. 94-95. Revue avec comité de lecture

Gerber H.U., Shiu E.S.W. ; Yang H. (Eds.). (2009). Crossing Time of Annuities with Exponential Payment Rates. 96-100. Revue avec comité de lecture

Avanzi B. , Gerber H.U. (Eds.). (2008). Optimal dividends in the dual model with diffusion. 38, 653-667. Revue avec comité de lecture

Gerber H.U., Shiu E. S. W. ; Smith N. (Eds.). (2008). Methods to estimate the optimal dividend barrier and the probability of ruin. 42, 243-254. [url] [abstract] Revue avec comité de lecture

Gerber H.U. , Smith N. (Eds.). (2008). Optimal dividends with incomplete information in the dual model. 43, 227-233. [url] Revue avec comité de lecture

Avanzi B., Gerber H.U. ; Shiu E.S.W. (Eds.). (2007). Optimal Dividends in the Dual Model. 41, 111-123. [url] [abstract] Revue avec comité de lecture

Gerber H.U. , Yang H. (Eds.). (2007). Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment. 11, 159-169. [pdf] Revue avec comité de lecture

Cai J., Gerber H.U. ; Yang H. (Eds.). (2006). Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest. 10, 94-108. [pdf] [abstract] Revue avec comité de lecture

Chan B., Gerber H.U. ; Shiu E.S.W. (Eds.). (2006). Discussion of Xiaowen Zhou's "On a Classical Risk Model with a Constant Dividend Barrier". 10, 133-139. [pdf] Revue avec comité de lecture

Gerber H. U. , Shiu E. S. W. (Eds.). (2006). On the Merger of Two Companies. 10, 60-67. [pdf] [abstract] Revue avec comité de lecture

Gerber H. U. , Shiu E. S. W. (Eds.). (2006). On Optimal Dividend Strategies in the Compound Poisson Model. 10, 76-93. [pdf] [abstract] Revue avec comité de lecture

Gerber H. U., Shiu E. S. W. ; Smith N. (Eds.). (2006). Maximizing Dividends without Bankruptcy. 36, 5-23. [abstract] Revue avec comité de lecture

Gerber H.U., Lin X.S. ; Yang H. (Eds.). (2006). A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier. 36, 489-503. [abstract] Revue avec comité de lecture

Gerber H.U. , Shiu E.S.W. (Eds.). (2006). On Optimal Dividends: From Reflection to Refraction. 186, 4-22. [abstract] Revue avec comité de lecture

Gerber H. U. , Shiu E. S. W. (Eds.). (2005). The Time Value of ruin in a Sparre Andersen Model. 9, 49-84. [pdf] Revue avec comité de lecture

Gerber H. U. , Shiu E. S. W. (Eds.). (2004). Optimal Dividends : Analysis with Brownian Motion. 8, 1-20. [pdf] [abstract] Revue avec comité de lecture

Gerber H. U., Leung B. P. K. ; Shiu E. S. W. (Eds.). (2003). Indicator Function and Hattendorff Theorem. 7, 38-47. [abstract] Revue avec comité de lecture

Gerber H. U. , Shiu E. S. W. (Eds.). (2003). Pricing Lookback Options and Dynamic Guarantees. 7, 48-67. [pdf] [abstract] Revue avec comité de lecture

Gerber H. U. , Shiu E. S. W. (Eds.). (2003). Pricing Perpetual Fund Protection with Withdrawal Option. 7, 60-92. [pdf] Revue avec comité de lecture

Gerber H. U. , Shiu E. S. W. (Eds.). (2003). Discussion of "Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process". 7, 117-119 and 96-101. Revue avec comité de lecture

Gerber H. U. , Shiu E. S. W. (Eds.). (2003). Geometric Brownian Motion Models for Assets and Liabilities : From Pension Funding to Optimal Dividends. 7, 37-56. [pdf] [abstract] Revue avec comité de lecture

Deprez. O. , Furrer C. ; Gerber H.U. (Eds.). (2001). Performanceweitergabe bei einer Mindestverzinsung. 2001, 109-121. Revue avec comité de lecture

Cheng S., Gerber H.U. ; Shiu E.S.W. (Eds.). (2000). Discounted probabilities of ruin in the compound binomial model. 26, 239-250. Revue avec comité de lecture

Gerber H.U. , Pafumi G. (Eds.). (2000). Pricing dynamic investment fund protection. 4, 28-41. Revue avec comité de lecture

Gerber H.U. , Shiu E.S.W. (Eds.). (2000). Investing for retirement: optimal capital growth and dynamic asset allocation. 4, 42-62. Revue avec comité de lecture

Gerber H.U. , Shiu E.S.W. (Eds.). (1999). From ruin theory to pricing reset guarantees and perpetual put options. 24, 3-14. Revue avec comité de lecture

Gerber H.U. , Landry B. (Eds.). (1998). On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. 22, 263-276. Revue avec comité de lecture

Gerber H.U. , Pafumi G. (Eds.). (1998). Utility functions: from risk theory to finance. 2, 74-100. Revue avec comité de lecture

Gerber H.U. , Pafumi G. (Eds.). (1998). Stop-loss a tempo continuo e protezione dinamica di un fondo d'investimento. 21, 125-146. Revue avec comité de lecture

Gerber H.U. , Shiu E.S.W. (Eds.). (1998). On the time value of ruin. 2, 48-78. Revue avec comité de lecture

Gerber H.U. , Shiu E.S.W. (Eds.). (1998). Pricing perpetual options for jump processes. 2, 101-112. Revue avec comité de lecture

Gerber H.U , Shiu E.S.W. (Eds.). (1997). Le prix d'une option américaine perpétuelle pour des processus à sauts. 1, 83-91. Revue avec comité de lecture

Gerber H.U. , Landry B. (Eds.). (1997). Skewness and stock option prices. 1, 50-65. Revue avec comité de lecture

Gerber H.U. , Shiu E.S.W. (Eds.). (1997). On optimal investment strategies. 20, 133-151. Revue avec comité de lecture

Gerber H.U. , Shiu E.S.W. (Eds.). (1997). The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. 21, 129-137. Revue avec comité de lecture

Gerber H.U. (Ed.). (1995). A Teacher's Remark on Exact Credibility. 25, 189-192. Revue avec comité de lecture

Gerber H. U. , Shiu E.S.W. (Eds.). (1994). From Perpetual Strangles to Russian Options. 15, 121-126. Revue avec comité de lecture

Gerber H.U. (Ed.). (1994). Martingales and tail probabilities. 24, 145-146. Revue avec comité de lecture

Gerber H.U. , Kaas R. (Eds.). (1994). Some Alternatives for the Individual Model. 15, 127-132. Revue avec comité de lecture

Gerber H.U. , Shiu E.S.W. (Eds.). (1994). Option pricing by Esscher transforms. 46. [pdf]

Gerber H.U. , Shiu E.S.W. (Eds.). (1994). Pricing Financial Contracts with Indexed Homogeneous Payoff. 94, 143-166.

Gerber H.U. , Shiu E.S.W. (Eds.). (1994). Martingale Approach to Pricing Perpetual American Options. 24, 195-220. Revue avec comité de lecture

Dufresne F. , Gerber H.U. (Eds.). (1993). The Probability of Ruin for the Inverse Gaussian and Related Processes. 12, 9-22. [url] [abstract]

Dufresne F. , Gerber H.U. (Eds.). (1993). The Probability of Ruin for the Inverse Gaussian and Related Processes. 12, 9-22. [url] [abstract] Revue avec comité de lecture

Gerber H. U. (Ed.). (1993). Ruin theory beyond chapter 12. 1-4. [pdf]

Gerber H. U. , Shiu E. S. W. (Eds.). (1993). Option Pricing by Esscher Transforms. 2, 305-344.

Gerber H. U. , Shiu E. S. W. (Eds.). (1993). Discussion of the paper "Valuing American options in a Path Simulation Model" by J.A. Tilley. 44, 524-534.

Gerber H. U. (Ed.). (1992). On the probability of ruin for infinitely divisible claim amount. 11, 163-166. [url]

Gerber H. U. (Ed.). (1992). A survey of some results of classical ruin theory. 43-52.

Gerber H. U. (Ed.). (1992). From the generalized gamma to the generalized negative binomial distribution. 10, 303-309. [url]

Dufresne F. , Gerber H. U. (Eds.). (1991). Risk theory for the compound Poisson process that is perturbed by diffusion. 10. [url] [abstract]

Dufresne F. , Gerber H. U. (Eds.). (1991). Rational ruin problems - a note for the teacher. 10, 21-29. [url] [abstract]

Dufresne F., Gerber H. U. ; Shiu E. S. W. (Eds.). (1991). Risk theory with the gamma process. 21, 177-192. [pdf] [abstract]

Dufresne F. , Gerber H.U. (Eds.). (1991). Risk theory for the compound Poisson process that is perturbed by diffusion. 10. [url] [abstract]

Dufresne F. , Gerber H.U. (Eds.). (1991). Rational ruin problems? A note for the teacher. 10, 21-29. [url] [abstract]

Dufresne F., Gerber H.U. ; Shiu E.S.W. (Eds.). (1991). Risk theory with the gamma process. 21, 177-192. [pdf] [abstract]

Gerber H.U. (Ed.). (1990). From the comvolution of uniform distributions to the probability of ruin. 283-292.

Gerber H.U. (Ed.). (1990). Great expectations - Advanced problem 6576. 97, 930-932.

Gerber H.U. (Ed.). (1990). When does the surplus reach a given target?. 9, 115-119.

Dufresne F. , Gerber H.U. (Eds.). (1989). Three methods to calculate the probability of ruin. 19, 71-90. [pdf] [abstract]

Dufresne F. Gerber H.U. (Ed.). (1989). Three methods to calculate the probability of ruin. 19, 71-90. [pdf] [abstract]

Dufresne F. , Gerber H.U. (Eds.). (1988). The surpluses immediately before and at ruin, and the amount of the claim causing ruin. 7, 193-199. [url] [abstract]

Dufresne F. , Gerber H.U. (Eds.). (1988). The probability and severity of ruin for combinations of exponential claim amount distribution and their translations. 7. [url] [abstract]

Dufresne F. , Gerber H.U. (Eds.). (1988). The probability and severity of ruin for combinations of exponential claim amount distributions and their translations. 7, 75-80. [url] [abstract]

Dufresne F. Gerber H.U. (Ed.). (1988). The surpluses immediately before and at ruin, and the amount of the claim causing ruin. 7, 193-199. [url] [abstract]

Gerber H.U. (Ed.). (1988). Mathematical fun with the compound binomial process. 18, 161-168.

Gerber H.U. (Ed.). (1988). Bewertung des Risikos einer Pensionskasse. 1-26.

Gerber H.U. (Ed.). (1988). Mathematical fun with ruin theory. 7, 15-23.

Gerber H.U. Shiu E.S.W. (Ed.). (1988). Non-uniqueness of option prices. 7, 67-69.

Gerber H.U. (Ed.). (1987). Some moment inequalities and their applications. 38, 75-104.

Gerber H.U. Goovaerts M.J. Kaas R. (Ed.). (1987). On the probability and severity of ruin. 17, 151-163.

Gerber H.U. Valderrama Ospina A. (Ed.). (1987). A simple proof of Feller's characterization of the compound Poisson distribution. 6, 63-64.

Gerber H.U. Heijnen B. (Ed.). (1986). On the small risk approximation. 5, 151-157.

Chan F.Y. Gerber H.U. (Ed.). (1985). The reinsurer's monopoly and the Bowley solution. 15, 141-148.

Deprez O. Gerber H.U. (Ed.). (1985). On convex principles of premium calculation. 4, 179-189.

Gerber H.U. (Ed.). (1985). On additive principles of premium calculation. 4, 249-251.

Gerber H.U. Schürger K. (Ed.). (1985). On the monotonicity of stop-loss premiums. 4, 135.

Gerber H.U. (Ed.). (1984). Error bounds for the compound Poisson approximation. 3, 191-194.

Gerber H.U. (Ed.). (1984). Equilibria in a proportional reinsurance market. 3, 97-100.

Gerber H.U. (Ed.). (1984). Wronski's formula and the resultant of two polynomials. 91, 644-646.

Gerber H.U. (Ed.). (1984). Chains of reinsurance. 3, 43-48.

Gerber H.U. Seal H.L. (Ed.). (1984). Mixed Poisson processes and the probability of ruin. 189-190.

Gerber H.U. (Ed.). (1983). A remark on the principle of zero utility. 13, 133-134.

Gerber H.U. (Ed.). (1983). Verlustvortrag und Zufallswege. 125-127.

Gerber H.U. (Ed.). (1983). On the asymptotic behavior of the mixed Poisson process. 256.

Gerber H.U. (Ed.). (1982). On the numerical evaluation of the dsitribution of aggregate claims and its stop-loss premiums. 1, 13-18.

Gerber H.U. (Ed.). (1982). Credibility und Ruintheorie. 22, 1-18.

Gerber H.U. (Ed.). (1982). An unbayesed approach to credibility. 1, 271-276.

Gerber H.U. (Ed.). (1982). Ruin theory in the linear model. 1, 177-184.

Gerber H.U. (Ed.). (1981). The Esscher premium: a criticism. 139-140.

Gerber H.U. (Ed.). (1981). Risk exchanges in closed and open systems. 23, 219-223.

Gerber H.U. (Ed.). (1981). On the probability of ruin in an autoregressive model. 213-219.

Gerber H.U. (Ed.). (1981). On the probability of ruin in the presence of a linear dividend barrier. 105-115.

Gerber H.U. Goovaerts M.J. (Ed.). (1981). On the representation of additive principles of premium calculation. 221-227.

Gerber H.U. Goovaerts M.J. De Pril N. (Ed.). (1981). The Wiener process with drift between a linear retaining and an absorbing barrier. 7, 267-269.

Gerber H.U. Li S.Y.R. (Ed.). (1981). The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain. 11, 101-108.

H.U. Gerber (Ed.). (1981). The Esscher premium principle: a criticism - comment. 12.

Gerber H.U. (Ed.). (1980). A characterization of certain families of distributions via Esscher tranforms and independence. 1015-1018.

Gerber H.U. (Ed.). (1980). Principles of premium calculation and reinsurance. 137-142.

Gerber H.U. (Ed.). (1980). Risk exchange induced by an external agent. 385-392.

Gerber H.U. (Ed.). (1980). Credibility for Esscher premiums. 307-312.

Gerber H.U. (Ed.). (1979). A characteristic property of the Poisson distribution. 33, 85-86.

Gerber H.U. (Ed.). (1979). Einige zeitgemässe Probleme des Versicherungswesens in den Vereinigten Staaten. 47, 353-359.

Gerber H.U. Jones D.A. (Ed.). (1979). Näherungsformeln bei unterjähriger Zahlung. 147-150.

Bühlmann H. Gerber H.U. (Ed.). (1978). Risk bearing and the insurance market. 10, 12-24.

Bühlmann H. Gerber H.U. (Ed.). (1978). General jump processes and time change - or, how to define stochastic operational time. 102-107.

Gerber H.U. (Ed.). (1978). Pareto-optimal risk exchanges and related decision problems. 10, 25-33.

Gerber H.U. Jones D.A. (Ed.). (1978). Applications of linear algebra in graduation and other disciplines of actuarial science. 1-20.

Bühlmann H. Gagliardi B. Gerber H.U. Straub E. (Ed.). (1977). Some inequalities for stop-loss premiums. 9, 75-83.

Gerber H.U. (Ed.). (1977). Uncertainty functions with a constant rate of reduction and comparison of experiments. 72, 899-900.

Gerber H.U. (Ed.). (1977). On the computation of stop-loss premiums. 47-58.

Gerber H.U. (Ed.). (1977). On optimal cancellation of policies. 9, 125-138.

Gerber H.U. Nesbitt C.J. (Ed.). (1976). Actuarial aspects of survival studies of Cystic Fibrosis patients. 625-636.

Gerber H.U. Jones D.A. (Ed.). (1976). Some practical aspects in connection with the calculation of stop-loss premiums. 28, 215-235.

Gerber H.U. Virola R.A. (Ed.). (1976). On optimal decisions when the quality of a risk is unknown. 127-148.

H.U. Gerber (Ed.). (1976). A probabilistic model for (life) contingencies and a delta-free approach to contingency reserves. 28, 127-148.

Gerber H.U. (Ed.). (1975). The surplus process as a fair game - utilitywise. 8, 307-322.

Gerber H.U. (Ed.). (1975). A geometric proof of Borch's theorem. 183-187.

Gerber H.U. (Ed.). (1975). Credibility formulas of the updating type. 27, 31-52.

Gerber H.U. Nesbitt C.J. Pogue R.E. Warwick W.W. (Ed.). (1975). Survival patterns in Cystic Fibrosis. 28, 609-622.

Gerber H.U. (Ed.). (1974). On iterative premium calculation principles. 163-172.

Gerber H.U. (Ed.). (1974). On additive premium calculation principles. 7, 215-222.

Gerber H.U. Dones D.A. (Ed.). (1974). Dividend formulas in group insurance. 26, 77-93.

Gerber H.U. (Ed.). (1973). Martingales in risk theory. 205-216.

Gerber H.U. Jones D.A. (Ed.). (1973). Credibility formulas with geometric weights. 229-230.

Gerber H.U. Nesbitt C.J. (Ed.). (1973). Local and global kernels for a certain family of interpolation formulas. 1-12.

Gerber H.U. (Ed.). (1972). Games of economic survival with discrete and continuous income processes. 20, 37-45.

Gerber H.U. (Ed.). (1972). Ein satz von Khintchin und die Varianz von unimodalen Verteilungen. 225-231.

Gerber H.U. (Ed.). (1971). The discounted central limit theorem and its Berry-Esséen analogue. 42, 389-392.

Gerber H.U. (Ed.). (1971). Der Einfluss von Zins auf die Ruinwahrscheinlichkeit. 63-70.

Gerber H.U. Keilson J. (Ed.). (1971). Some results for discrete unimodality. 66, 386-389.

Gerber H.U. (Ed.). (1970). An extension of the renewal equation and its application in the collective theory of risk. 205-210.

Gerber H.U. (Ed.). (1969). Entscheidungskriterien fuer den zusammengesetzten Poissonprozess. 1-47.

Gerber H.U. (Ed.). (1968). Abschaetzung der Ruinwahrscheinlichkeit mit den Methoden der Fluktuationstheorie fuer Zufallswege. 171-173.

Livres

H.U. Gerber (Ed.). (2007). Life Insurance Mathematics. Springer Tokyo.

Bowers N. L., Gerber H. U., James C. H., Donald A. J. ; Cecil J. N. (Eds.). (1997). Actuarial Mathematics, second edition. Society of Actuaries.

Gerber H.U. , Exercises Contributed by Cox S.H. (Eds.). (1997). Life Insurance Mathematics, third edition. Springer-Verlag, Berlin-Heidelberg and Swiss Association of Actuaries, Zürich.

Gerber H.U. (Ed.). (1996). Life Insurance Mathematics. Drustvo matematikov, fisikov in astronomov Slovenije.

H.U. Gerber (Ed.). (1986). Lebensversicherungsmathematik. Springer, Berlin Heidelberg.

Hans U. Gerber (Ed.). (1979). An Introduction to Mathematical Risk Theory. Huebner.

Parties de livre

Gerber H. U. , Shiu E. S. W. (2003). Economic Ideas of Bruno De Finetti in the Wiener Process Model. In 1 (Ed.), Metodi Statistici per la Finanza e le Assicurazioni (pp. 75-95). Frosini B.V.

Gerber H.U. (1986). Economic ideas in risk theory. In 1 (Ed.), Insurance and Risk Theory (Vol. 171). Nato ASI Series N0. C.

Gerber H.U. (1984). The impact of reinsurance on the insurar's risk. In 1 (Ed.), Premium calculation in insurance (Vol. 121, pp. 171-181). Nato ASI Series No. C.

Actes de conférence (partie)

Embrechts P., Gerber H.U., Gisler A., Kohler M.T., Luthy H., Streit P. ; Tobler H. (1995). Ausbildung und Anerkennung der Versicherungsmathematiker. In 1 (Ed.), Transactions of the 25th International Congress of Actuaries (pp. 165-180).

Gerber H.U., Michaud F ; Shiu E.S.W. (1995). Pricing Russian Options with the Compound Poisson Process. In 1 (Ed.), Transactions of the 25th International Congress of Actuaries, 3 (pp. 243-263).

Gerber H.U. , Shiu E.S.W. (1995). Actuarial Approach to Option Pricing. In 1 (Ed.), Proceedings of the 5th AFIR International Colloquium, 1 (pp. 43-96).

Gerber H.U. (1987). Actuarial applications of utility functions. In 1 (Ed.), Actuarial Science. Reidel.

Thèses

Avanzi B., Gerber M. (Dir.) (2008). On optimal dividend strategies : review and dual model. Université de Lausanne, Faculté des hautes études commerciales.

Smith N., Gerber M. (Dir.) (2008). On optimal dividend strategies with deficit or incomplete information. Université de Lausanne, Faculté des hautes études commerciales. [abstract]

Curriculum

Formations

Professeur à l'Université de Lausanne
Depuis 1981


Professeur à l'Université du Michigan
1970-1971, 1972-1981


Professeur Assistant Invité à l'Université de Rochester
1969-1970


Doctorat en Mathématiques, ETH Zurich
1969

Expériences professionnelles

Swiss Life
1971-1972

Autres activités

Membre associé de la Society of Actuaries
1974


Actuaire ASA de l'Association Suisse des Actuaires


Insurance: Mathematics and Economics
Rédacteur


North American Actuarial Journal
Rédacteur Associé


Association Royale des Actuaires Belges <br> Istituto Italiano degli Attuari <br> Union Strasbourgeoise des Actuaires
Membre correspondant

Prix et distinctions scientifiques

Docteur Honoris Causa (University of Waterloo, Canada)
Année : 2013


Honorary Professor at the University of Hong Kong
2011-2017
Année : 2011


Docteur Honoris Causa (Université Claude Bernard, Lyon 1)
Année : 2010


Insurance: Mathematics and Economics Award
Année : 2006


Membre d'honneur de l'Association suisse des actuaires
Année : 2005


Distinguished Visiting Professor at the University of Hong Kong
2005-2011
Année : 2005


Prix Halmstad (avec E. Shiu)
Année : 2002


Docteur Honoris Causa (Université Catholique de Leuven)
Année : 2001


Prix annuel de la Society of Actuaries (avec G. Pafumi)
Année : 2001


Prix Halmstad (avec E. Shiu)
Année : 2000


Prix annuel de la Society of Actuaries (avec G. Pafumi)
Année : 1999


Honorary Editor, Actuarial Communications (Journal of Actuarial Committee, Shanghai Insurance Institute)
Année : 1999


Edward A. Lew award (avec E. Shiu)
Année : 1999


Prix annuel de la Society of Actuaries (avec E. Shiu)
Année : 1996


Prix Halmstad (avec E. Shiu)
Année : 1996


Prix du Centenaire de l'Association Actuarielle Internationale
Année : 1995


First Warren Professor of Actuarial Science at the University of Manitoba
Année : 1989

Mots-clés

  • modèles de la finance
  • probabilité appliquée (3)
  • sciences actuarielles (6)
  • théorie du risque

 
 
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