Actuarial Mathematics for Life Contingent Risks DCM Dickson, MR Hardy, HR Waters Cambridge University Press, 2009 | 664* | 2009 |
Insurance Risk and Ruin DCM Dickson Cambridge University Press, 2005 | 509* | 2005 |
On the time to ruin for Erlang (2) risk processes DCM Dickson, C Hipp Insurance: Mathematics and Economics 29 (3), 333-344, 2001 | 416 | 2001 |
Some optimal dividends problems DCM Dickson, HR Waters ASTIN Bulletin 34, 49-74, 2004 | 323 | 2004 |
On the distribution of the surplus prior to ruin DCM Dickson Insurance: Mathematics and Economics 11 (3), 191-207, 1992 | 202 | 1992 |
Ruin probabilities for Erlang (2) risk processes DCM Dickson, C Hipp Insurance: Mathematics and Economics 22 (3), 251-262, 1998 | 189 | 1998 |
On the expected discounted penalty function at ruin of a surplus process with interest J Cai, DCM Dickson Insurance: Mathematics and Economics 30 (3), 389-404, 2002 | 164 | 2002 |
Recursive calculation of survival probabilities DCM Dickson, HR Waters Astin Bulletin 21 (2), 199-221, 1991 | 157 | 1991 |
Ruin probabilities with a Markov chain interest model J Cai, DCM Dickson Insurance: Mathematics and Economics 35 (3), 513-525, 2004 | 153 | 2004 |
On a class of renewal risk processes DCM Dickson North American Actuarial Journal 2 (3), 60-73, 1998 | 137 | 1998 |
Some comments on the compound binomial model DCM Dickson Astin Bulletin 24 (01), 33-45, 1994 | 127 | 1994 |
The density of the time to ruin in the classical Poisson risk model DCM Dickson, GE Willmot ASTIN Bulletin: The Journal of the IAA 35 (1), 45-60, 2005 | 120 | 2005 |
Reinsurance and ruin DCM Dickson, HR Waters Insurance: Mathematics and Economics 19 (1), 61-80, 1996 | 115 | 1996 |
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest J Cai, DCM Dickson Insurance: Mathematics and Economics 32 (1), 61-71, 2003 | 111 | 2003 |
The Gerber-Shiu discounted penalty function in the stationary renewal risk model GE Willmot, DCM Dickson Insurance: Mathematics and Economics 32 (3), 403-411, 2003 | 91 | 2003 |
Some stable algorithms in ruin theory and their application DCM Dickson, AD Egidio dos Reis, HR Waters Astin Bulletin 25 (2), 153-175, 1995 | 90 | 1995 |
The probability and severity of ruin in finite and infinite time DCM Dickson, HR Waters Astin Bulletin 22 (02), 177-190, 1992 | 89 | 1992 |
On the distribution of the duration of negative surplus DCM Dickson, AD Egidio dos Reis Scandinavian Actuarial Journal, 148-164, 1996 | 81 | 1996 |
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes KA Borovkov, DCM Dickson Insurance: Mathematics and Economics 42 (3), 1104-1108, 2008 | 75 | 2008 |
Gamma processes and finite time survival probabilities DCM Dickson, HR Waters Astin Bulletin 23 (1), 259-272, 1993 | 68 | 1993 |