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Dickson, David C. M.
6
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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1
Recursive calculation of the probability and severity of ruin
Dickson, David C. M.
- In:
Insurance / Mathematics & economics
8
(
1989
)
2
,
pp. 145-148
Persistent link: https://www.econbiz.de/10001084172
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2
Optimal reinsurance with regulatory initial capital and default risk
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 13-24
Persistent link: https://www.econbiz.de/10010402747
Saved in:
3
Optimal dividends under a ruin probability constraint
Dickson, David C. M.
;
Drekic, Steve
- In:
Annals of actuarial science : publ. by the Institute of …
1
(
2006
)
2
,
pp. 291-306
Persistent link: https://www.econbiz.de/10003732763
Saved in:
4
Minimizing the ruin probability through capital injections
Nie, Ciyu
;
Dickson, David C. M.
;
Li, Shuanming
- In:
Annals of actuarial science : publ. by the Institute of …
5
(
2011
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10009297551
Saved in:
5
Optimal dividends under a ruin probability constraint
Dickson, David C. M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003227351
Saved in:
6
The finite time ruin probability in a risk model with capital injections
Nie, Ciyu
;
Dickson, David C. M.
;
Li, Shuanming
-
2012
Persistent link: https://www.econbiz.de/10009656102
Saved in:
7
Minmising the ruin probability through capital injections
Nie, Ciyu
;
Dickson, David C. M.
;
Li, Shuanming
-
2010
Persistent link: https://www.econbiz.de/10008698575
Saved in:
8
Financial health and the valuation of corporate pension plans
Cai, Jun
;
Luo, Miao
;
Marcus, Alan J.
- In:
Journal of pension economics and finance : JPEF
19
(
2020
)
4
,
pp. 459-490
Persistent link: https://www.econbiz.de/10012307226
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