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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
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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
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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
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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
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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
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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
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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
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On the Distribution of the Deficit at Ruin when Claims are Phase-type
Drekic, Steve; Dickson, David C.M.; Stanford, David A.; … - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 2, pp. 105-120
Persistent link: https://www.econbiz.de/10005926458
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Comparison of Methods for Evaluation of the Convolution of Two Compound R1 Distributions
Dickson, David C.M.; Sundt, Bjørn - In: Scandinavian actuarial journal : Actuarial Society of … (2001) 1, pp. 40-54
Persistent link: https://www.econbiz.de/10005952061
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An Upper Bound for the Probability of Ultimate Ruin
Dickson, David C.M. - In: Scandinavian actuarial journal : Actuarial Society of … (1994) 2, pp. 131-138
Persistent link: https://www.econbiz.de/10006001434