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An introduction to non-life insurance mathematics

Sundt, Bjørn - 1991 - 2., neubearb. Aufl.

Persistent link: https://www.econbiz.de/10000815188

Ruin probabilities for Erlang(2) risk processes [online].

Dickson, David C.M.; Hipp, Christian - 2007

Persistent link: https://www.econbiz.de/10009434473

The Distribution of the Time to Ruin in the Classical Risk Model

Dickson, David C.M.; Waters, Howard R. - International Actuarial Association / Actuarial Studies … - 2002

We study the distribution of the time to ruin in the classical risk model. We consider some methods of calculating this distribution...

Persistent link: https://www.econbiz.de/10005847063

Multi-Period Aggregate Loss Distributions for a Life Portfolio

Dickson, David C.M.; Waters, Howard R. - International Actuarial Association / Actuarial Studies … - 1999

Algorithms for the calculation of the distribution of the aggregate claimsfrom a life insurance portfolio have been derived by Kornya (1983), Hipp(1986) and De Pril (1986 and 1989)...

Persistent link: https://www.econbiz.de/10005847160

The maximum surplus before ruin in an Erlang(n) risk process and related problems

Li, Shuanming; Dickson, David C.M. - In: Insurance: Mathematics and Economics 38 (2006) 3, pp. 529-539

Persistent link: https://www.econbiz.de/10005374803

On the ruin time distribution for a Sparre Andersen process with exponential claim sizes

Borovkov, Konstantin A.; Dickson, David C.M. - In: Insurance: Mathematics and Economics 42 (2008) 3, pp. 1104-1108

We derive a closed-form (infinite series) representation for the distribution of the ruin time for the Sparre Andersen model with exponentially distributed claims. This extends a recent result of Dickson etÂ al. [Dickson, D.C.M., Hughes, B.D., Zhang, L., 2005. The density of the time to ruin...

Persistent link: https://www.econbiz.de/10005375225

Ruin probabilities with a Markov chain interest model

Cai, Jun; Dickson, David C.M. - In: Insurance: Mathematics and Economics 35 (2004) 3, pp. 513-525

Persistent link: https://www.econbiz.de/10005375351

Predictive Aggregate Claims Distributions

Dickson, David C.M.; Tedesco, Leanna M.; Zehnwirth, Ben - In: The journal of risk and insurance : the journal of the … 65 (1998) 4, pp. 689-710

Persistent link: https://www.econbiz.de/10007346051

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

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 … 108 (2004) 2, pp. 105-120

Persistent link: https://www.econbiz.de/10005928716