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The density of the time to ruin in the classical Poisson risk model
Dickson, David C. M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002096018
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The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
Dickson, David C. M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001856186
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De Vylder approximations to the moments and distribution of the time to ruin
Dickson, David C. M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002018036
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The Gerber-Shiu discounted penalty function in the stationary renewal risk model
Willmot, Gordon E. (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001696628
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The deficit at ruin in the stationary renewal risk model
Willmot, Gordon E.; Dickson, David C. M.; Drekic, Steve; … - 2002
Persistent link: https://www.econbiz.de/10001696633
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Ruin probabilities with a Markov chain interest model
Cai, Jun (contributor); Dickson, David C. M. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001696641