| Actuarial Mathematics NL Bowers, HU Gerber, J Hickman, DE Jones, C Nesbitt Society of Actuaries, 1986 | 3394* | 1986 |
| An introduction to mathematical risk theory HU Gerber Huebner Foundation, 1979 | 1737 | 1979 |
| On the time value of ruin HU Gerber, ESW Shiu North American Actuarial Journal 2 (1), 48-72, 1998 | 1183 | 1998 |
| Option pricing by Esscher transforms HU Gerber, ESW Shiu Transactions of the Society of Actuaries 46, 99-191, 1994 | 1165* | 1994 |
| Life Insurance Mathematics HU Gerber Springer Berlin Heidelberg, 1997 | 947* | 1997 |
| Risk theory for the compound Poisson process that is perturbed by diffusion F Dufresne, HU Gerber Insurance: mathematics and economics 10 (1), 51-59, 1991 | 557 | 1991 |
| Optimal dividends: analysis with Brownian motion HU Gerber, ESW Shiu North American Actuarial Journal 8 (1), 1-20, 2004 | 384 | 2004 |
| The time value of ruin in a Sparre Andersen model HU Gerber, ESW Shiu North American Actuarial Journal 9 (2), 49-69, 2005 | 351 | 2005 |
| The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin HU Gerber, ESW Shiu Insurance: Mathematics and Economics 21 (2), 129-137, 1997 | 341 | 1997 |
| Financial Economics: with applications to investments, insurance, and pensions HH Panjer, D Dufresne, HU Gerber, HH Mueller, HW Pedersen, SR Pliska, ... Actuarial Foundation, 1998 | 333 | 1998 |
| On optimal dividend strategies in the compound Poisson model HU Gerber, ESW Shiu North American Actuarial Journal 10 (2), 76-93, 2006 | 326 | 2006 |
| Mathematical fun with the compound binomial process HU Gerber ASTIN Bulletin: The Journal of the IAA 18 (2), 161-168, 1988 | 302 | 1988 |
| On the probability and severity of ruin HU Gerber, MJ Goovaerts, R Kaas ASTIN Bulletin: The Journal of the IAA 17 (2), 151-163, 1987 | 282 | 1987 |
| Utility functions: from risk theory to finance HU Gerber, G Pafumi North American Actuarial Journal 2 (3), 74-91, 1998 | 274 | 1998 |
| Some results for discrete unimodality J Keilson, H Gerber Journal of the American Statistical Association 66 (334), 386-389, 1971 | 274 | 1971 |
| Actuarial bridges to dynamic hedging and option pricing HU Gerber, ESW Shiu Insurance: Mathematics and Economics 18 (3), 183-218, 1996 | 271 | 1996 |
| On the discounted penalty at ruin in a jump-diffusion and the perpetual put option HU Gerber, B Landry Insurance: Mathematics and Economics 22 (3), 263-276, 1998 | 266 | 1998 |
| On convex principles of premium calculation O Deprez, HU Gerber Insurance: Mathematics and Economics 4 (3), 179-189, 1985 | 264 | 1985 |
| Optimal dividends in the dual model B Avanzi, HU Gerber, ESW Shiu Insurance: Mathematics and Economics 41 (1), 111-123, 2007 | 234 | 2007 |
| An extension of the renewal equation and its application in the collective theory of risk HU Gerber Scandinavian Actuarial Journal 1970 (3-4), 205-210, 1970 | 229 | 1970 |
