Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. Actuarial mathematics for life contingent risks. 3rd edition. (English) Zbl 1430.91003 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-1-108-47808-3/hbk). xxiv, 759 p. (2020). MSC: 91-01 91G05 PDFBibTeX XMLCite \textit{D. C. M. Dickson} et al., Actuarial mathematics for life contingent risks. 3rd edition. Cambridge: Cambridge University Press (2020; Zbl 1430.91003) Full Text: DOI
Dickson, David C. M.; Qazvini, Marjan Gerber-Shiu analysis of a risk model with capital injections. (English) Zbl 1394.91209 Eur. Actuar. J. 6, No. 2, 409-440 (2016). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{M. Qazvini}, Eur. Actuar. J. 6, No. 2, 409--440 (2016; Zbl 1394.91209) Full Text: DOI
Li, Jingchao; Dickson, David C. M.; Li, Shuanming Analysis of some ruin-related quantities in a Markov-modulated risk model. (English) Zbl 1344.60075 Stoch. Models 32, No. 3, 351-365 (2016). MSC: 60J28 60J27 60K37 91B30 44A10 PDFBibTeX XMLCite \textit{J. Li} et al., Stoch. Models 32, No. 3, 351--365 (2016; Zbl 1344.60075) Full Text: DOI Link
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming The finite time ruin probability in a risk model with capital injections. (English) Zbl 1398.91350 Scand. Actuar. J. 2015, No. 4, 301-318 (2015). MSC: 91B30 62P05 60K10 PDFBibTeX XMLCite \textit{C. Nie} et al., Scand. Actuar. J. 2015, No. 4, 301--318 (2015; Zbl 1398.91350) Full Text: DOI
Li, Jingchao; Dickson, David C. M.; Li, Shuanming Some ruin problems for the MAP risk model. (English) Zbl 1348.91163 Insur. Math. Econ. 65, 1-8 (2015). MSC: 91B30 60K25 62P05 PDFBibTeX XMLCite \textit{J. Li} et al., Insur. Math. Econ. 65, 1--8 (2015; Zbl 1348.91163) Full Text: DOI
Dickson, David C. M.; Li, Shuanming The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. (English) Zbl 1284.91227 Insur. Math. Econ. 52, No. 3, 490-497 (2013). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{S. Li}, Insur. Math. Econ. 52, No. 3, 490--497 (2013; Zbl 1284.91227) Full Text: DOI
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. Solutions manual for actuarial mathematics for life contingent risks. 2nd ed. (English) Zbl 1271.91002 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-1-107-62026-1/pbk). viii, 171 p. (2013). MSC: 91-01 00A06 00A07 91B30 91G20 91G50 91D20 97M30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} et al., Solutions manual for actuarial mathematics for life contingent risks. 2nd ed. Cambridge: Cambridge University Press (2013; Zbl 1271.91002)
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. Actuarial mathematics for life contingent risks. 2nd ed. (English) Zbl 1271.91001 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-1-107-04407-4/hbk). 632 p. (2013). MSC: 91-01 00A06 91B30 91G20 91G50 91D20 97M30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} et al., Actuarial mathematics for life contingent risks. 2nd ed. Cambridge: Cambridge University Press (2013; Zbl 1271.91001)
Dickson, David C. M.; Li, Shuanming Erlang risk models and finite time ruin problems. (English) Zbl 1277.91081 Scand. Actuar. J. 2012, No. 3, 183-202 (2012). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{S. Li}, Scand. Actuar. J. 2012, No. 3, 183--202 (2012; Zbl 1277.91081) Full Text: DOI
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. Solutions manual for actuarial mathematics for life contingent risks. (English) Zbl 1250.91003 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-1-107-60844-3/pbk). vii, 171 p. (2012). MSC: 91-01 00A06 00A07 91B30 91G20 91G50 91D20 97M30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} et al., Solutions manual for actuarial mathematics for life contingent risks. Cambridge: Cambridge University Press (2012; Zbl 1250.91003) Full Text: DOI
Dickson, David C. M.; Li, Shuanming Finite time ruin problems for the Erlang\((2)\) risk model. (English) Zbl 1231.91176 Insur. Math. Econ. 46, No. 1, 12-18 (2010). MSC: 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{S. Li}, Insur. Math. Econ. 46, No. 1, 12--18 (2010; Zbl 1231.91176) Full Text: DOI
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. Actuarial mathematics for life contingent risks. (English) Zbl 1180.91001 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-0-521-11825-5/hbk). xvii, 493 p. (2009). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-01 00A06 91B30 91G20 91G50 91D20 97M30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} et al., Actuarial mathematics for life contingent risks. Cambridge: Cambridge University Press (2009; Zbl 1180.91001) Full Text: DOI
Cheung, Eric C. K.; Dickson, David C. M.; Drekic, Steve Moments of discounted dividends for a threshold strategy in the compound Poisson risk model. (English) Zbl 1481.91166 N. Am. Actuar. J. 12, No. 3, 299-318 (2008). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., N. Am. Actuar. J. 12, No. 3, 299--318 (2008; Zbl 1481.91166) Full Text: DOI
Beveridge, C. J.; Dickson, D. C. M.; Wu, X. Optimal dividends under reinsurance. (English. German, French summary) Zbl 1333.91018 Mitt., Schweiz. Aktuarver. 2008, No. 1-2, 149-166 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{C. J. Beveridge} et al., Mitt., Schweiz. Aktuarver. 2008, No. 1--2, 149--166 (2008; Zbl 1333.91018) Full Text: Link
Borovkov, Konstantin A.; Dickson, David C. M. On the ruin time distribution for a Sparre Andersen process with exponential claim sizes. (English) Zbl 1141.91486 Insur. Math. Econ. 42, No. 3, 1104-1108 (2008). MSC: 91B30 60G40 PDFBibTeX XMLCite \textit{K. A. Borovkov} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 42, No. 3, 1104--1108 (2008; Zbl 1141.91486) Full Text: DOI arXiv
Dickson, David C. M.; Waters, Howard R. “On the class of Erlang mixtures with risk theoretic applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007. (English) Zbl 1480.91198 N. Am. Actuar. J. 11, No. 2, 115-117 (2007). MSC: 91G05 62P05 60E05 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{H. R. Waters}, N. Am. Actuar. J. 11, No. 2, 115--117 (2007; Zbl 1480.91198) Full Text: DOI
Dickson, David C. M.; Drekic, Steve; Stanford, David A.; Willmot, Gordon E. Discussion of: “Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model”. (English) Zbl 1479.91319 N. Am. Actuar. J. 10, No. 1, 111-112 (2006). MSC: 91G05 PDFBibTeX XMLCite \textit{D. C. M. Dickson} et al., N. Am. Actuar. J. 10, No. 1, 111--112 (2006; Zbl 1479.91319) Full Text: DOI
Dickson, David C. M.; Waters, Howard R. Optimal dynamic reinsurance. (English) Zbl 1162.91408 Astin Bull. 36, No. 2, 415-432 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{H. R. Waters}, ASTIN Bull. 36, No. 2, 415--432 (2006; Zbl 1162.91408) Full Text: DOI
Li, Shuanming; Dickson, David C. M. The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems. (English) Zbl 1168.60363 Insur. Math. Econ. 38, No. 3, 529-539 (2006). MSC: 60K10 60K05 91B30 PDFBibTeX XMLCite \textit{S. Li} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 38, No. 3, 529--539 (2006; Zbl 1168.60363) Full Text: DOI Link
Dickson, David C. M.; Hughes, Barry D.; Lianzeng, Zhang The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims. (English) Zbl 1144.91025 Scand. Actuar. J. 2005, No. 5, 358-376 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} et al., Scand. Actuar. J. 2005, No. 5, 358--376 (2005; Zbl 1144.91025) Full Text: DOI Link
Dickson, David C. M.; Willmot, Gordon E. The density of the time to ruin in the classical Poisson risk model. (English) Zbl 1097.62113 Astin Bull. 35, No. 1, 45-60 (2005). MSC: 62P05 62E15 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{G. E. Willmot}, ASTIN Bull. 35, No. 1, 45--60 (2005; Zbl 1097.62113) Full Text: DOI
Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. On the distribution of the deficit at ruin when claims are phase-type. (English) Zbl 1142.62088 Scand. Actuar. J. 2004, No. 2, 105-120 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B30 62E10 65C60 PDFBibTeX XMLCite \textit{S. Drekic} et al., Scand. Actuar. J. 2004, No. 2, 105--120 (2004; Zbl 1142.62088) Full Text: DOI
Willmot, Gordon E.; Dickson, David C. M.; Drekic, Steve; Stanford, David A. The deficit at ruin in the stationary renewal risk model. (English) Zbl 1092.62115 Scand. Actuar. J. 2004, No. 4, 241-255 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{G. E. Willmot} et al., Scand. Actuar. J. 2004, No. 4, 241--255 (2004; Zbl 1092.62115) Full Text: DOI
Cai, Jun; Dickson, David C. M. Ruin probabilities with a Markov chain interest model. (English) Zbl 1122.91340 Insur. Math. Econ. 35, No. 3, 513-525 (2004). MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{J. Cai} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 35, No. 3, 513--525 (2004; Zbl 1122.91340) Full Text: DOI Link
Dickson, David C. M.; Waters, Howard R. Some optimal dividends problems. (English) Zbl 1097.91040 Astin Bull. 34, No. 1, 49-74 (2004). Reviewer: Bero Roos (Hamburg) MSC: 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{H. R. Waters}, ASTIN Bull. 34, No. 1, 49--74 (2004; Zbl 1097.91040) Full Text: DOI
Dickson, David C. M.; Drekic, Steve The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (English) Zbl 1043.60036 Insur. Math. Econ. 34, No. 1, 97-107 (2004). Reviewer: Andrew Olenko (Kyïv) MSC: 60G50 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{S. Drekic}, Insur. Math. Econ. 34, No. 1, 97--107 (2004; Zbl 1043.60036) Full Text: DOI Link
Willmot, Gordon E.; Dickson, David C. M. The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (English) Zbl 1072.91027 Insur. Math. Econ. 32, No. 3, 403-411 (2003). Reviewer: Silvia Curteanu (Iaşi) MSC: 91B30 60K05 91B28 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 32, No. 3, 403--411 (2003; Zbl 1072.91027) Full Text: DOI
Cai, Jun; Dickson, David C. M. Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. (English) Zbl 1074.91028 Insur. Math. Econ. 32, No. 1, 61-71 (2003). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B28 91B70 PDFBibTeX XMLCite \textit{J. Cai} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 32, No. 1, 61--71 (2003; Zbl 1074.91028) Full Text: DOI
Dickson, David C. M.; Waters, Howard R. The distribution of the time to ruin in the classical risk model. (English) Zbl 1098.62136 Astin Bull. 32, No. 2, 299-313 (2002). Reviewer: Bero Roos (Hamburg) MSC: 62P05 62E15 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{H. R. Waters}, ASTIN Bull. 32, No. 2, 299--313 (2002; Zbl 1098.62136) Full Text: DOI
Cai, Jun; Dickson, David C. M. On the expected discounted penalty function at ruin of a surplus process with interest. (English) Zbl 1074.91027 Insur. Math. Econ. 30, No. 3, 389-404 (2002). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 44A10 45D05 91B70 PDFBibTeX XMLCite \textit{J. Cai} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 30, No. 3, 389--404 (2002; Zbl 1074.91027) Full Text: DOI
Dickson, David C. M.; Hipp, Christian On the time to ruin for Erlang(2) risk processes. (English) Zbl 1074.91549 Insur. Math. Econ. 29, No. 3, 333-344 (2001). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{C. Hipp}, Insur. Math. Econ. 29, No. 3, 333--344 (2001; Zbl 1074.91549) Full Text: DOI
Dickson, David C. M.; Sundt, Bjørn Comparison of methods for evaluation of the convolution of two compound \(R_1\) distributions. (English) Zbl 0977.65004 Scand. Actuar. J. 2001, No. 1, 40-54 (2001). Reviewer: R.E.Maiboroda (Kyïv) MSC: 65C50 60E10 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{B. Sundt}, Scand. Actuar. J. 2001, No. 1, 40--54 (2001; Zbl 0977.65004) Full Text: DOI
Sundt, Bjørn; Dickson, David C. M. Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. (English) Zbl 1187.62033 Mitt., Schweiz. Aktuarver. 2000, No. 2, 129-140 (2000). MSC: 62E15 62P05 PDFBibTeX XMLCite \textit{B. Sundt} and \textit{D. C. M. Dickson}, Mitt., Schweiz. Aktuarver. 2000, No. 2, 129--140 (2000; Zbl 1187.62033) Full Text: Link
Dickson, David C. M.; Hipp, Christian Ruin problems for phase-type(2) risk processes. (English) Zbl 0971.91036 Scand. Actuar. J. 2000, No. 2, 147-167 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 91B30 62P20 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{C. Hipp}, Scand. Actuar. J. 2000, No. 2, 147--167 (2000; Zbl 0971.91036) Full Text: DOI
Dickson, David C. M.; Waters, Howard R. Ruin probabilities with compounding assets. (English) Zbl 1028.91555 Insur. Math. Econ. 25, No. 1, 49-62 (1999). MSC: 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{H. R. Waters}, Insur. Math. Econ. 25, No. 1, 49--62 (1999; Zbl 1028.91555) Full Text: DOI
Dickson, David C. M.; Hipp, Christian Ruin probabilities for Erlang (2) risk processes. (English) Zbl 0907.90097 Insur. Math. Econ. 22, No. 3, 251-262 (1998). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{C. Hipp}, Insur. Math. Econ. 22, No. 3, 251--262 (1998; Zbl 0907.90097) Full Text: DOI
Dickson, David; Martin, Vance L. Count data and discrete distributions. (English) Zbl 0922.90028 Creedy, John (ed.) et al., Nonlinear economic models. Cross-sectional, time series and neural networks applications. Cheltenham: Eduard Elgar Publishing. 129-140 (1997). Reviewer: Herbert S.Buscher (Mannheim) MSC: 91B82 62P20 PDFBibTeX XMLCite \textit{D. Dickson} and \textit{V. L. Martin}, in: Nonlinear economic models. Cross-sectional, time series and neural networks applications. Cheltenham: Eduard Elgar Publishing. 129--140 (1997; Zbl 0922.90028)
Dickson, David C. M.; Egídio dos Reis, Alfredo D. The effect of interest on negative surplus. (English) Zbl 0894.90045 Insur. Math. Econ. 21, No. 1, 1-16 (1997). MSC: 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{A. D. Egídio dos Reis}, Insur. Math. Econ. 21, No. 1, 1--16 (1997; Zbl 0894.90045) Full Text: DOI
Dickson, David C. M.; Egídio dos Reis, Alfredo D. On the distribution of the duration of negative surplus. (English) Zbl 0864.62069 Scand. Actuarial J. 1996, No. 2, 148-164 (1996). MSC: 62P05 62E15 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{A. D. Egídio dos Reis}, Scand. Actuarial J. 1996, No. 2, 148--164 (1996; Zbl 0864.62069) Full Text: DOI
Dickson, David C. M.; Waters, Howard R. Reinsurance and ruin. (English) Zbl 0894.62110 Insur. Math. Econ. 19, No. 1, 61-80 (1996). MSC: 62P05 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{H. R. Waters}, Insur. Math. Econ. 19, No. 1, 61--80 (1996; Zbl 0894.62110) Full Text: DOI
Dickson, David C. M.; dos Reis, Alfredo Egídio Ruin problems and dual events. (English) Zbl 0803.62091 Insur. Math. Econ. 14, No. 1, 51-60 (1994). MSC: 62P05 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{A. E. dos Reis}, Insur. Math. Econ. 14, No. 1, 51--60 (1994; Zbl 0803.62091) Full Text: DOI