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On the time to ruin for Erlang(2) risk processes

Dickson, David C.M.; Hipp, Christian - In: Insurance / Mathematics & economics 29 (2001) 3, pp. 333-344

Persistent link: https://www.econbiz.de/10006898592

Ruin probabilities for Erlang(2) risk processes

Dickson, David C.M.; Hipp, Christian - In: Insurance / Mathematics & economics 22 (1998) 3, pp. 251-262

Persistent link: https://www.econbiz.de/10006919097

The maximum surplus before ruin in an Erlang(n) risk process and related problems

Li, Shuanming; Dickson, David C.M. - In: Insurance: Mathematics and Economics 38 (2006) 3, pp. 529-539

Persistent link: https://www.econbiz.de/10005374803

On the ruin time distribution for a Sparre Andersen process with exponential claim sizes

Borovkov, Konstantin A.; Dickson, David C.M. - In: Insurance: Mathematics and Economics 42 (2008) 3, pp. 1104-1108

We derive a closed-form (infinite series) representation for the distribution of the ruin time for the Sparre Andersen model with exponentially distributed claims. This extends a recent result of Dickson etÂ al. [Dickson, D.C.M., Hughes, B.D., Zhang, L., 2005. The density of the time to ruin...

Persistent link: https://www.econbiz.de/10005375225

Ruin probabilities with a Markov chain interest model

Cai, Jun; Dickson, David C.M. - In: Insurance: Mathematics and Economics 35 (2004) 3, pp. 513-525

Persistent link: https://www.econbiz.de/10005375351

The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models

Dickson, David C.M.; Drekic, Steve - In: Insurance / Mathematics & economics 34 (2004) 1, pp. 97-108

Persistent link: https://www.econbiz.de/10006883780

The Gerber-Shiu discounted penalty function in the stationary renewal risk model

Willmot, Gordon E.; Dickson, David C.M. - In: Insurance / Mathematics & economics 32 (2003) 3, pp. 403-412

Persistent link: https://www.econbiz.de/10006887752

Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest

Cai, Jun; Dickson, David C.M. - In: Insurance / Mathematics & economics 32 (2003) 1, pp. 61-72

Persistent link: https://www.econbiz.de/10006891302

On the expected discounted penalty function at ruin of a surplus process with interest

Cai, Jun; Dickson, David C.M. - In: Insurance / Mathematics & economics 30 (2002) 3, pp. 389-404

Persistent link: https://www.econbiz.de/10006894460

Reinsurance and ruin

Dickson, David C.M.; Waters, Howard R. - In: Insurance / Mathematics & economics 19 (1996) 1, pp. 61-80

Persistent link: https://www.econbiz.de/10006931048