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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 and Economics 30 (2002) 3, pp. 389-404
Persistent link: https://www.econbiz.de/10005375126
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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
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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
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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
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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
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On the time to ruin for Erlang(2) risk processes
Dickson, David C. M.; Hipp, Christian - In: Insurance: Mathematics and Economics 29 (2001) 3, pp. 333-344
Persistent link: https://www.econbiz.de/10005375171
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Reinsurance and ruin
Dickson, David C. M.; Waters, Howard R. - In: Insurance: Mathematics and Economics 19 (1996) 1, pp. 61-80
Persistent link: https://www.econbiz.de/10005375277
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Recursive calculation of the probability and severity of ruin
Dickson, David C. M. - In: Insurance: Mathematics and Economics 8 (1989) 2, pp. 145-148
Persistent link: https://www.econbiz.de/10005375290
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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 and Economics 34 (2004) 1, pp. 97-107
Persistent link: https://www.econbiz.de/10005375307
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The effect of interest on negative surplus
Dickson, David C. M.; Egidio dos Reis, Alfredo D. - In: Insurance: Mathematics and Economics 21 (1997) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10005375433