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Some ruin problems for the MAP risk model

Li, Jingchao; Dickson, David C. M.; Li, Shuanming - In: Insurance / Mathematics & economics 65 (2015), pp. 1-8

Persistent link: https://www.econbiz.de/10011422838

A note on some joint distribution functions involving the time of ruin

Dickson, David C. M. - In: Insurance / Mathematics & economics 67 (2016), pp. 120-124

Persistent link: https://www.econbiz.de/10011457185

Optimal reinsurance under multiple attribute decision making

Karageyik, Başak Bulut; Dickson, David C. M. - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 1, pp. 65-86

Persistent link: https://www.econbiz.de/10011554298

Actuarial mathematics for life contingent risks

Dickson, David C. M.; Hardy, Mary Rosalyn; Waters, Howard R. - 2020 - Third edition

"The substantially updated third edition of the popular Actuarial Mathematics for Life Contingent Risks is suitable for advanced undergraduate and graduate students of actuarial science, for trainee actuaries preparing for professional actuarial examinations, and for life insurance practitioners...

Persistent link: https://www.econbiz.de/10012111918

On the distribution of the surplus prior to ruin

Dickson, David C. M. - In: Insurance: Mathematics and Economics 11 (1992) 3, pp. 191-207

Persistent link: https://www.econbiz.de/10005365516

Ruin probabilities with compounding assets

Dickson, David C. M.; Waters, Howard R. - In: Insurance: Mathematics and Economics 25 (1999) 1, pp. 49-62

Persistent link: https://www.econbiz.de/10005374537

Ruin problems and dual events

Dickson, David C. M.; Reis, dos; Egidio, Alfredo - In: Insurance: Mathematics and Economics 14 (1994) 1, pp. 51-60

Persistent link: https://www.econbiz.de/10005374752

Ruin probabilities for Erlang(2) risk processes

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

Persistent link: https://www.econbiz.de/10005374902

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

Cai, Jun; Dickson, David C. M. - In: Insurance: Mathematics and Economics 32 (2003) 1, pp. 61-71

Persistent link: https://www.econbiz.de/10005375106

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

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

Persistent link: https://www.econbiz.de/10005375126