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
403*2009
On the time to ruin for Erlang (2) risk processes
DCM Dickson, C Hipp
Insurance: Mathematics and Economics 29 (3), 333-344, 2001
3842001
Insurance Risk and Ruin
DCM Dickson
Cambridge University Press, 2005
354*2005
Some optimal dividends problems
DCM Dickson, HR Waters
ASTIN Bulletin 34, 49-74, 2004
2912004
On the distribution of the surplus prior to ruin
DCM Dickson
Insurance: Mathematics and Economics 11 (3), 191-207, 1992
1891992
Ruin probabilities for Erlang (2) risk processes
DCM Dickson, C Hipp
Insurance: Mathematics and Economics 22 (3), 251-262, 1998
1681998
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
1492002
Recursive calculation of survival probabilities
DCM Dickson, HR Waters
Astin Bulletin 21 (2), 199-221, 1991
1401991
On a class of renewal risk processes
DCM Dickson
North American Actuarial Journal 2 (3), 60-73, 1998
1341998
Ruin probabilities with a Markov chain interest model
J Cai, DCM Dickson
Insurance: Mathematics and Economics 35 (3), 513-525, 2004
1222004
Some comments on the compound binomial model
DCM Dickson
Astin Bulletin 24 (01), 33-45, 1994
1111994
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
1042005
Reinsurance and ruin
DCM Dickson, HR Waters
Insurance: Mathematics and Economics 19 (1), 61-80, 1996
1021996
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
972003
The probability and severity of ruin in finite and infinite time
DCM Dickson, HR Waters
Astin Bulletin 22 (02), 177-190, 1992
831992
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
802003
Some stable algorithms in ruin theory and their application
DCM Dickson, AD Egidio dos Reis, HR Waters
Astin Bulletin 25 (2), 153-175, 1995
801995
On the distribution of the duration of negative surplus
DCM Dickson, AD Egidio dos Reis
Scandinavian Actuarial Journal, 148-164, 1996
781996
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
652008
Gamma processes and finite time survival probabilities
DCM Dickson, HR Waters
Astin Bulletin 23 (1), 259-272, 1993
611993
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