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.; 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. An upper bound for the probability of ultimate ruin. (English) Zbl 0809.62099 Scand. Actuarial J. 1994, No. 2, 131-138 (1994). MSC: 62P05 PDFBibTeX XMLCite \textit{D. C. M. Dickson}, Scand. Actuarial J. 1994, No. 2, 131--138 (1994; Zbl 0809.62099) Full Text: DOI
Dickson, David C. M. On the distribution of the claim causing ruin. (English) Zbl 0783.62083 Insur. Math. Econ. 12, No. 2, 143-154 (1993). MSC: 62P05 62E15 62E20 PDFBibTeX XMLCite \textit{D. C. M. Dickson}, Insur. Math. Econ. 12, No. 2, 143--154 (1993; Zbl 0783.62083) Full Text: DOI
Dickson, David C. M. On the distribution of the surplus prior to ruin. (English) Zbl 0770.62090 Insur. Math. Econ. 11, No. 3, 191-207 (1992). Reviewer: T.Mikosch (Zürich) MSC: 62P05 PDFBibTeX XMLCite \textit{D. C. M. Dickson}, Insur. Math. Econ. 11, No. 3, 191--207 (1992; Zbl 0770.62090) Full Text: DOI