Daniel B. Mark, MD, MPH, FACC, FAHA, Chair*; Daniel S. Berman, MD, FACC†‡; Matthew J. Budoff, MD, FACC, FAHA§; J. Jeffrey Carr, MD, FACC, FAHA ; Thomas C. Gerber, MD, FACC, FAHA¶#; Harvey S. Hecht, MD, FACC§; Mark A. Hlatky, MD, FACC, FAHA; John McB. Hodgson, MD, FSCAI, FACC**; Michael S. Lauer, MD, FACC, FAHA*; Julie M. Miller, MD, FACC*; Richard L. Morin, PhD ; Debabrata Mukherjee, MD, FACC; ...

In their seminal paper, Gerber and Shiu (1994) introduced the concept of the Esscher transform for option pricing. As examples they considered the shifted Poisson process, the random walk, a shifted gamma process and a shifted inverse Gaussian process to describe the logarithm of the stock price. In the present paper it is shown how upper and lower bounds in convex order can be obtained when we...

Users who downloaded this article also downloaded: Mariana Gerber, Rossouw von Solms, Paul Overbeek, (2001),"Formalizing information security requirements", Information Management & Computer Security, Vol. 9 Iss 1 pp. 32-37 Dieter Fink, (1994),"A Security Framework for Information Systems Outsourcing", Information Management & Computer Security, Vol. 2 Iss 4 pp. 3-8 Kevin J. Fitzgerald,...

We examine discounted penalties at ruin for surplus dynamics driven by a general spectrally negative Lévy process; the natural class of stochastic processes which contains many examples of risk processes which have already been considered in the existing literature. Following from the important contributions of Zhou (2005) we provide an explicit characterization of a generalized version of the ...

6 7 David Amblas, Thomas P. Gerber, Miquel Canals, Lincoln F. Pratson, Roger 8 Urgeles, Galderic Lastras, Antoni M. Calafat 9 10 GRC Geociències Marines, Facultat de Geologia, Universitat de Barcelona, E-08028 Barcelona, Spain 11 Department of Geology, University at Buffalo, NY 14260 Buffalo, USA 12 Division of Earth & Ocean Sciences, Duke University, NC 27708 Durham, USA 13 Dept. Geologia Mari...