All Stories

  1. Ruin problems in Markov-modulated risk models

    Article • Annals of Actuarial Science, May 2017, Cambridge University Press

    Professor David C Dickson

  2. Optimal reinsurance under multiple attribute decision making

    Article • Annals of Actuarial Science, November 2015, Cambridge University Press

    Professor David C Dickson

  3. Dividends

    Article • September 2014, Wiley

    Professor David C Dickson

  4. Journal rankings: do they matter?

    Article • Annals of Actuarial Science, July 2014, Cambridge University Press

    Professor David C Dickson

  5. Estimation of Disability Transition Probabilities in Australia I: Preliminary

    Article • Annals of Actuarial Science, December 2013, Cambridge University Press

    Professor David C Dickson

  6. Estimation of Disability Transition Probabilities in Australia II: Implementation

    Article • Annals of Actuarial Science, December 2013, Cambridge University Press

    Professor David C Dickson

  7. The finite time ruin probability in a risk model with capital injections

    Article • Scandinavian Actuarial Journal, August 2013, Taylor & Francis

    Professor David C Dickson

  8. Risk Modelling in General Insurance, Roger J. Gray, Susan M. Pitts, Cambridge University Press, 2012, 393 pp. (hardback). ISBN: 9780521863940

    Article • Annals of Actuarial Science, September 2012, Cambridge University Press

    Professor David C Dickson

  9. The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model

    Article • Insurance Mathematics and Economics, May 2012, Elsevier

    Professor David C Dickson

  10. Minimizing the ruin probability through capital injections

    Article • Annals of Actuarial Science, May 2011, Cambridge University Press

    Professor David C Dickson

  11. Finite time ruin problems for the Erlang(2) risk model

    Article • Insurance Mathematics and Economics, February 2010, Elsevier

    Professor David C Dickson

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

    Article • Insurance Mathematics and Economics, June 2008, Elsevier

    Professor David C Dickson

  13. Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin

    Article • Astin Bulletin, May 2008, Cambridge University Press

    Professor David C Dickson

  14. Optimal Dynamic Reinsurance

    Article • Astin Bulletin, November 2006, Cambridge University Press

    Professor David C Dickson

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

    Article • Insurance Mathematics and Economics, June 2006, Elsevier

    Professor David C Dickson

  16. Ruin probabilities with a Markov chain interest model

    Article • Insurance Mathematics and Economics, December 2004, Elsevier

    Professor David C Dickson

  17. Proportional Reinsurance

    Article • September 2004, Wiley

    Professor David C Dickson

  18. Risk Process

    Article • September 2004, Wiley

    Professor David C Dickson

  19. Dividends

    Article • September 2004, Wiley

    Professor David C Dickson

  20. Quota‐Share Reinsurance

    Article • September 2004, Wiley

    Professor David C Dickson

  21. The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models

    Article • Insurance Mathematics and Economics, February 2004, Elsevier

    Professor David C Dickson

  22. The Gerber–Shiu discounted penalty function in the stationary renewal risk model

    Article • Insurance Mathematics and Economics, July 2003, Elsevier

    Professor David C Dickson

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

    Article • Insurance Mathematics and Economics, February 2003, Elsevier

    Professor David C Dickson

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

    Article • Insurance Mathematics and Economics, June 2002, Elsevier

    Professor David C Dickson

  25. On the time to ruin for Erlang(2) risk processes

    Article • Insurance Mathematics and Economics, December 2001, Elsevier

    Professor David C Dickson

  26. Ruin probabilities with compounding assets

    Article • Insurance Mathematics and Economics, September 1999, Elsevier

    Professor David C Dickson

  27. Ruin probabilities for Erlang(2) risk processes

    Article • Insurance Mathematics and Economics, July 1998, Elsevier

    Professor David C Dickson

  28. On a Class of Renewal Risk Processes

    Article • North American Actuarial Journal, July 1998, Taylor & Francis

    Professor David C Dickson

  29. “On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998

    Article • North American Actuarial Journal, January 1998, Taylor & Francis

    Professor David C Dickson

  30. The effect of interest on negative surplus

    Article • Insurance Mathematics and Economics, October 1997, Elsevier

    Professor David C Dickson, Professor Alfredo Egídio dos Reis

  31. Reinsurance and ruin

    Article • Insurance Mathematics and Economics, December 1996, Elsevier

    Professor David C Dickson

  32. Some Comments on the Compound Binomial Model

    Article • Astin Bulletin, May 1994, Cambridge University Press

    Professor David C Dickson

  33. Ruin problems and dual events

    Article • Insurance Mathematics and Economics, April 1994, Elsevier

    Professor David C Dickson, Professor Alfredo Egídio dos Reis

  34. Gamma Processes and Finite Time Survival Probabilities

    Article • Astin Bulletin, November 1993, Cambridge University Press

    Professor David C Dickson

  35. On the distribution of the claim causing ruin

    Article • Insurance Mathematics and Economics, April 1993, Elsevier

    Professor David C Dickson

  36. The Probability and Severity of Ruin in Finite and Infinite Time

    Article • Astin Bulletin, November 1992, Cambridge University Press

    Professor David C Dickson

  37. On the distribution of the surplus prior to ruin

    Article • Insurance Mathematics and Economics, October 1992, Elsevier

    Professor David C Dickson

  38. Recursive Calculation of Survival Probabilities

    Article • Astin Bulletin, November 1991, Cambridge University Press

    Professor David C Dickson

  39. Recursive calculation of the probability and severity of ruin

    Article • Insurance Mathematics and Economics, June 1989, Elsevier

    Professor David C Dickson