Minimizing the ruin probability through capital injections
Nie, Ciyu, Dickson, David C. M., Li, Shuanming
Published in Annals of actuarial science (01.09.2011)
Published in Annals of actuarial science (01.09.2011)
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Journal Article
Some ruin problems for the MAP risk model
Li, Jingchao, Dickson, David C.M., Li, Shuanming
Published in Insurance, mathematics & economics (01.11.2015)
Published in Insurance, mathematics & economics (01.11.2015)
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Journal Article
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
Borovkov, Konstantin A., Dickson, David C.M.
Published in Insurance, mathematics & economics (01.06.2008)
Published in Insurance, mathematics & economics (01.06.2008)
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Journal Article
Estimation of Disability Transition Probabilities in Australia I: Preliminary
Hariyanto, Evan A., Dickson, David C.M., Pitt, David G.W.
Published in Annals of actuarial science (01.03.2014)
Published in Annals of actuarial science (01.03.2014)
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Journal Article
Estimation of Disability Transition Probabilities in Australia II: Implementation
Hariyanto, Evan A., Dickson, David C. M., Pitt, David G. W.
Published in Annals of actuarial science (01.03.2014)
Published in Annals of actuarial science (01.03.2014)
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Journal Article
Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model
Cheung, Eric C. K., Dickson, David C. M., Drekic, Steve
Published in North American actuarial journal (01.07.2008)
Published in North American actuarial journal (01.07.2008)
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Journal Article
The finite time ruin probability in a risk model with capital injections
Nie, Ciyu, Dickson, David C.M., Li, Shuanming
Published in Scandinavian actuarial journal (19.05.2015)
Published in Scandinavian actuarial journal (19.05.2015)
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Journal Article