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
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.; 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.; 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
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.; 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
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.; 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