Cardoso, Rui M. R.; Waters, Howard R. Recursive calculation of finite time ruin probabilities under interest force. (English) Zbl 1103.60314 Insur. Math. Econ. 33, No. 3, 659-676 (2003). MSC: 60J10 60G55 65C50 91B30 PDFBibTeX XMLCite \textit{R. M. R. Cardoso} and \textit{H. R. Waters}, Insur. Math. Econ. 33, No. 3, 659--676 (2003; Zbl 1103.60314) 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.; 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