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18 research outputs found

On the probability of ruin in the compound Poisson risk model with potentially delayed claims

Author: C. Macci
D.C.M. Dickson
H. Albrecher
H. Albrecher
H.R. Waters
J.H. Xie
J.H. Xie
K.C. Yuen
K.C. Yuen
M. Boudreault
P. Boogaert
W. Zou
X.S. Lin
Y.T. Xiao
Z.M. Zhang
Z.M. Zhang
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Approximations to run probability in the presence of an absorbing upper barrier

Author: Dickson D.C.M.
Publication venue
Publication date: 01/01/1983
Field of study

LD:D47000/83 / BLDSC - British Library Document Supply CentreSIGLEGBUnited Kingdo

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On some aspects of Maximum Severity of Ruin

Author: Asmussen S.
Dickson D.C.M.
Dickson D.C.M.
Dickson D.C.M.
Gerber H.U.
Gerber H.U.
Rolski T.
Thampi K.K.
Publication venue: 'SAGE Publications'
Publication date
Field of study

Ruin problems: Simulation or calculation?

Author: D.C.M. Dickson
H.R. Waters
Publication venue: Elsevier BV
Publication date: 01/08/1995
Field of study

Recursive calculation of survival probabilities

Author: D.C.M. Dickson
H.R. Waters
Publication venue: Elsevier BV
Publication date: 01/01/2002
Field of study

A model office investigation of the potential impact of AIDS on non-lined life assurance business

Author: D.C.M. Dickson
M. Ljeskovac
S. Kilpatrick
Publication venue: Elsevier BV
Publication date: 01/02/1993
Field of study

On the Compound Poisson Risk Model with Debit Interest and a Threshold Dividend Strategy

Author: C. Wang
C. Wang
C. Yin
D.C.M. Dickson
D.C.M. Dickson
H.U. Gerber
J. Cai
J. Cai
J. Cai
J. Cai
K.C. Yuen
M. Abramowitz
N. Wan
P. Embrechts
S. Li
S.X. Lin
X.S. Lin
Y. Fang
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2011
Field of study

Approximating Symmetric Distributions via Sampling and Coefficient of Variation

Author: Dickson D.C.M.
Farmakis N
Farmakis N
Ioanna Papatsouma
Nikolaos Farmakis
Reed J.F.
Sokal R.R.
Publication venue: 'Informa UK Limited'
Publication date
Field of study

Ruin distributions and their equations

Author: D.C.M. Dickson
Fei Zhao
Hans U Gebber
Hanxing Wang
Jin-yu Lu
P. Picard
Shixue Cheng
W Feller
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Reflection Strategies

Author: A.E. Kyprianou
D.C.M. Dickson
H. Albrecher
H.U. Gerber
H.U. Gerber
J. Bertoin
J.-F. Renaud
J.F.C. Kingman
K. Itô
P.E. Greenwood
R.L. Loeffen
S. Cohen
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2013
Field of study

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