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David Dickson
David Dickson
Verified email at unimelb.edu.au - Homepage
Title
Cited by
Cited by
Year
Actuarial Mathematics for Life Contingent Risks
DCM Dickson, MR Hardy, HR Waters
Cambridge University Press, 2009
652*2009
Insurance Risk and Ruin
DCM Dickson
Cambridge University Press, 2005
501*2005
On the time to ruin for Erlang (2) risk processes
DCM Dickson, C Hipp
Insurance: Mathematics and Economics 29 (3), 333-344, 2001
4122001
Some optimal dividends problems
DCM Dickson, HR Waters
ASTIN Bulletin 34, 49-74, 2004
3232004
On the distribution of the surplus prior to ruin
DCM Dickson
Insurance: Mathematics and Economics 11 (3), 191-207, 1992
2011992
Ruin probabilities for Erlang (2) risk processes
DCM Dickson, C Hipp
Insurance: Mathematics and Economics 22 (3), 251-262, 1998
1881998
On the expected discounted penalty function at ruin of a surplus process with interest
J Cai, DCM Dickson
Insurance: Mathematics and Economics 30 (3), 389-404, 2002
1642002
Recursive calculation of survival probabilities
DCM Dickson, HR Waters
Astin Bulletin 21 (2), 199-221, 1991
1571991
Ruin probabilities with a Markov chain interest model
J Cai, DCM Dickson
Insurance: Mathematics and Economics 35 (3), 513-525, 2004
1512004
On a class of renewal risk processes
DCM Dickson
North American Actuarial Journal 2 (3), 60-73, 1998
1371998
Some comments on the compound binomial model
DCM Dickson
Astin Bulletin 24 (01), 33-45, 1994
1261994
The density of the time to ruin in the classical Poisson risk model
DCM Dickson, GE Willmot
ASTIN Bulletin: The Journal of the IAA 35 (1), 45-60, 2005
1202005
Reinsurance and ruin
DCM Dickson, HR Waters
Insurance: Mathematics and Economics 19 (1), 61-80, 1996
1151996
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest
J Cai, DCM Dickson
Insurance: Mathematics and Economics 32 (1), 61-71, 2003
1112003
The Gerber-Shiu discounted penalty function in the stationary renewal risk model
GE Willmot, DCM Dickson
Insurance: Mathematics and Economics 32 (3), 403-411, 2003
912003
Some stable algorithms in ruin theory and their application
DCM Dickson, AD Egidio dos Reis, HR Waters
Astin Bulletin 25 (2), 153-175, 1995
901995
The probability and severity of ruin in finite and infinite time
DCM Dickson, HR Waters
Astin Bulletin 22 (02), 177-190, 1992
881992
On the distribution of the duration of negative surplus
DCM Dickson, AD Egidio dos Reis
Scandinavian Actuarial Journal, 148-164, 1996
811996
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
KA Borovkov, DCM Dickson
Insurance: Mathematics and Economics 42 (3), 1104-1108, 2008
752008
Gamma processes and finite time survival probabilities
DCM Dickson, HR Waters
Astin Bulletin 23 (1), 259-272, 1993
681993
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