Hans U. Gerber

10.6k citations

141 papers · 7.1k indexed · 2 hit papers · h-index 46

Impact in

Management Science and Operations Research top 0.02%
- Probability and Risk Models
- Risk and Portfolio Optimization
Finance top 0.1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling

Papers in

Management Science and Operations Research 80
- Probability and Risk Models 67
- Risk and Portfolio Optimization 13
Finance 49
- Stochastic processes and financial applications 37
- Financial Risk and Volatility Modeling 19
- Financial Markets and Investment Strategies 9

Co-authors: Elias S. W. Shiu François Dufresne Hailiang Yang Benjamin Avanzi Cecil J. Nesbitt Julian Keilson James C. Hickman D. A. Jones
Journals: Insurance Mathematics and Economics (42 papers)North American Actuarial Journal (31 papers)Astin Bulletin (23 papers)Scandinavian Actuarial Journal (7 papers)Journal of the American Statistical Association (6 papers)
Partner nations: Switzerland United States Hong Kong

In The Last Decade

Hans U. Gerber

138 papers receiving 6.5k citations

Hit Papers

align trajectories log scale

On the Time Value of Ruin 1998 · 569 citations

Peers

Countries citing papers authored by Hans U. Gerber

Since Specialization

Citations

This map shows the geographic impact of Hans U. Gerber's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Hans U. Gerber with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hans U. Gerber more than expected).

Fields of papers citing papers by Hans U. Gerber

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hans U. Gerber. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Hans U. Gerber. The network helps show where Hans U. Gerber may publish in the future.

Co-authors

The 25 scholars most cited alongside Hans U. Gerber, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Hans U. Gerber Line = papers co-authored together Hans U. Gerber links everyone, so they are left out of the graph.

All Works

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20 of 20 papers shown

#	Work
1	The optimal dividend barrier in the Gamma–Omega model European Actuarial Journal ·Hansjörg Albrecher, Hans U. Gerber, Elias S. W. Shiu	2011	62
2	Optimal Dividends in the Dual Model with Diffusion Astin Bulletin ·Benjamin Avanzi, Hans U. Gerber	2008	62
3	Optimal Dividends in the Dual Model with Diffusion Astin Bulletin ·Benjamin Avanzi, Hans U. Gerber	2008	35
4	A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier Astin Bulletin ·Hans U. Gerber, X. Sheldon Lin, Hailiang Yang	2006	62
5	A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier Astin Bulletin ·Hans U. Gerber, X. Sheldon Lin, Hailiang Yang	2006	11
6	Maximizing Dividends without Bankruptcy Astin Bulletin ·Hans U. Gerber, Elias S. W. Shiu, Nathaniel Smith	2006	22
7	On The Merger Of Two Companies North American Actuarial Journal ·Hans U. Gerber, Elias S. W. Shiu	2006	11
8	On optimal dividends: From reflection to refraction Journal of Computational and Applied Mathematics ·Hans U. Gerber, Elias S. W. Shiu	2005	64
9	Indicator Function and Hattendorff Theorem North American Actuarial Journal ·Hans U. Gerber, Bartholomew P.K. Leung, Elias S. W. Shiu	2003	6
10	Discussion of 'pricing dynamic investment fund protection' North American Actuarial Journal ·Terence Chan, Hans U. Gerber, 石和俊	2000	7
11	Authors’ Reply: Utility Functions: From Risk Theory to Finance - Discussion by Hangsuck Lee; Alastair G. Longley-Cook; Heinz H. Müller; Stanley R. Pliska; Elias S.W. Shiu; Virginia R. Young North American Actuarial Journal ·Hans U. Gerber, 石和俊	1998	12
12	Option pricing by Esscher transforms. Insurance Mathematics and Economics ·Hans U. Gerber, Elisa Tavazzani	1995	394
13	On the Probability and Severity of Ruin Astin Bulletin ·Hans U. Gerber, Marc Goovaerts, Rob Kaas	1987	129
14	Ruin theory in the linear model Insurance Mathematics and Economics ·Hans U. Gerber	1982	52
15	The Esscher premium: a criticism Astin Bulletin ·Hans U. Gerber	1981	1
16	The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain Stochastic Processes and their Applications ·Hans U. Gerber, Shuo Li	1981	58
17	The Wiener process with drift between a linear retaining and an absorbing barrier Journal of Computational and Applied Mathematics ·Hans U. Gerber, Marc Goovaerts, Katalin Pikler	1981	8
18	General jump process and time change — or, how to define stochastic operational time Scandinavian Actuarial Journal ·Hans Bühlmann, Hans U. Gerber	1978	4
19	Pareto-Optimal Risk Exchanges and Related Decision Problems Astin Bulletin ·Hans U. Gerber	1978	53
20	The Discounted Central Limit Theorem and its Berry-Esseen Analogue The Annals of Mathematical Statistics ·Hans U. Gerber	1971	29

About Hans U. Gerber

Hans U. Gerber is a scholar working on Management Science and Operations Research, Finance, Demography, Statistics and Probability and Economics and Econometrics, having authored 141 papers that have together received 7.1k indexed citations. Recurring topics across this work include Probability and Risk Models (67 papers), Insurance, Mortality, Demography, Risk Management (47 papers), Stochastic processes and financial applications (37 papers), Insurance and Financial Risk Management (22 papers), Financial Risk and Volatility Modeling (19 papers), Statistical Distribution Estimation and Applications (16 papers), Risk and Portfolio Optimization (13 papers) and Financial Markets and Investment Strategies (9 papers). The work is most often cited by research in Management Science and Operations Research (5.0k citations), Finance (3.3k citations), Demography (3.8k citations), Statistics and Probability (1.5k citations) and Economics and Econometrics (2.3k citations). Hans U. Gerber has collaborated with scholars based in Switzerland, United States and Hong Kong. Frequent co-authors include Elias S. W. Shiu, François Dufresne, Hailiang Yang, Benjamin Avanzi, Cecil J. Nesbitt, Julian Keilson, James C. Hickman, D. A. Jones, Louis M. Friedler and Marc Goovaerts. Their work appears in journals such as Insurance Mathematics and Economics, North American Actuarial Journal, Astin Bulletin, Scandinavian Actuarial Journal and Journal of the American Statistical Association.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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