×

Dickson, David C. M.

Author ID: dickson.david-c-m Recent zbMATH articles by "Dickson, David C. M."
Published as: Dickson, David C. M.; Dickson, D. C. M.; Dickson, David
External Links: MGP
Documents Indexed: 55 Publications since 1984, including 8 Books
Co-Authors: 20 Co-Authors with 41 Joint Publications
348 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

49 Publications have been cited 1,190 times in 760 Documents Cited by Year
On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549
Dickson, David C. M.; Hipp, Christian
160
2001
Some optimal dividends problems. Zbl 1097.91040
Dickson, David C. M.; Waters, Howard R.
125
2004
Insurance risk and ruin. Zbl 1060.91078
Dickson, David C. M.
73
2005
On the distribution of the surplus prior to ruin. Zbl 0770.62090
Dickson, David C. M.
58
1992
On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027
Cai, Jun; Dickson, David C. M.
54
2002
The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113
Dickson, David C. M.; Willmot, Gordon E.
48
2005
Ruin probabilities for Erlang (2) risk processes. Zbl 0907.90097
Dickson, David C. M.; Hipp, Christian
46
1998
The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027
Willmot, Gordon E.; Dickson, David C. M.
34
2003
On a class of renewal risk processes. With discussion and a reply by the author. Zbl 1081.60549
Dickson, David C. M.
32
1998
On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088
Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E.
32
2004
Actuarial mathematics for life contingent risks. Zbl 1180.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
32
2009
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes. Zbl 1141.91486
Borovkov, Konstantin A.; Dickson, David C. M.
31
2008
Actuarial mathematics for life contingent risks. 2nd ed. Zbl 1271.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
29
2013
Approximations to ruin probability in the presence of an upper absorbing barrier. Zbl 0584.62174
Dickson, D. C. M.; Gray, J. R.
26
1984
On the distribution of the duration of negative surplus. Zbl 0864.62069
Dickson, David C. M.; Egídio dos Reis, Alfredo D.
25
1996
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028
Cai, Jun; Dickson, David C. M.
22
2003
The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. Zbl 1043.60036
Dickson, David C. M.; Drekic, Steve
21
2004
Reinsurance and ruin. Zbl 0894.62110
Dickson, David C. M.; Waters, Howard R.
21
1996
The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims. Zbl 1144.91025
Dickson, David C. M.; Hughes, Barry D.; Lianzeng, Zhang
20
2005
Ruin probabilities with a Markov chain interest model. Zbl 1122.91340
Cai, Jun; Dickson, David C. M.
19
2004
The effect of interest on negative surplus. Zbl 0894.90045
Dickson, David C. M.; Egídio dos Reis, Alfredo D.
19
1997
The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems. Zbl 1168.60363
Li, Shuanming; Dickson, David C. M.
17
2006
The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model. Zbl 1237.91125
Dickson, David C. M.
17
2012
Insurance risk and ruin. 2nd edition. Zbl 1351.91001
Dickson, David C. M.
16
2017
On the distribution of the claim causing ruin. Zbl 0783.62083
Dickson, David C. M.
15
1993
Some explicit solutions for the joint density of the time of ruin and the deficit at ruin. Zbl 1169.91386
Dickson, David C. M.
14
2008
Finite time ruin problems for the Erlang\((2)\) risk model. Zbl 1231.91176
Dickson, David C. M.; Li, Shuanming
14
2010
Some ruin problems for the MAP risk model. Zbl 1348.91163
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
14
2015
Ruin probabilities with compounding assets. Zbl 1028.91555
Dickson, David C. M.; Waters, Howard R.
13
1999
The finite time ruin probability in a risk model with capital injections. Zbl 1398.91350
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming
13
2015
Ruin problems for phase-type(2) risk processes. Zbl 0971.91036
Dickson, David C. M.; Hipp, Christian
12
2000
Recursive calculation of the probability and severity of ruin. Zbl 0682.62083
Dickson, David C. M.
12
1989
Exact solutions for ruin probability in the presence of an absorbing upper barrier. Zbl 0557.62086
Dickson, D. C. M.; Gray, J. R.
11
1984
The distribution of the time to ruin in the classical risk model. Zbl 1098.62136
Dickson, David C. M.; Waters, Howard R.
10
2002
The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. Zbl 1284.91227
Dickson, David C. M.; Li, Shuanming
10
2013
Ruin problems and dual events. Zbl 0803.62091
Dickson, David C. M.; dos Reis, Alfredo Egídio
9
1994
The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115
Willmot, Gordon E.; Dickson, David C. M.; Drekic, Steve; Stanford, David A.
8
2004
Erlang risk models and finite time ruin problems. Zbl 1277.91081
Dickson, David C. M.; Li, Shuanming
8
2012
Analysis of some ruin-related quantities in a Markov-modulated risk model. Zbl 1344.60075
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
7
2016
Moments of discounted dividends for a threshold strategy in the compound Poisson risk model. Zbl 1481.91166
Cheung, Eric C. K.; Dickson, David C. M.; Drekic, Steve
7
2008
An upper bound for the probability of ultimate ruin. Zbl 0809.62099
Dickson, David C. M.
6
1994
A note on some joint distribution functions involving the time of ruin. Zbl 1348.91141
Dickson, David C. M.
6
2016
Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209
Dickson, David C. M.; Qazvini, Marjan
6
2016
Optimal dynamic reinsurance. Zbl 1162.91408
Dickson, David C. M.; Waters, Howard R.
5
2006
Actuarial mathematics for life contingent risks. 3rd edition. Zbl 1430.91003
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
5
2020
The probability of ultimate ruin with a variable premium loading - a special case. Zbl 0764.62088
Dickson, David C. M.
4
1991
Optimal dividends under reinsurance. Zbl 1333.91018
Beveridge, C. J.; Dickson, D. C. M.; Wu, X.
2
2008
Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033
Sundt, Bjørn; Dickson, David C. M.
1
2000
Insurance risk and ruin. Reprint of the 2005 hardback ed. Zbl 1202.91002
Dickson, David C. M.
1
2010
Actuarial mathematics for life contingent risks. 3rd edition. Zbl 1430.91003
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
5
2020
Insurance risk and ruin. 2nd edition. Zbl 1351.91001
Dickson, David C. M.
16
2017
Analysis of some ruin-related quantities in a Markov-modulated risk model. Zbl 1344.60075
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
7
2016
A note on some joint distribution functions involving the time of ruin. Zbl 1348.91141
Dickson, David C. M.
6
2016
Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209
Dickson, David C. M.; Qazvini, Marjan
6
2016
Some ruin problems for the MAP risk model. Zbl 1348.91163
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
14
2015
The finite time ruin probability in a risk model with capital injections. Zbl 1398.91350
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming
13
2015
Actuarial mathematics for life contingent risks. 2nd ed. Zbl 1271.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
29
2013
The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. Zbl 1284.91227
Dickson, David C. M.; Li, Shuanming
10
2013
The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model. Zbl 1237.91125
Dickson, David C. M.
17
2012
Erlang risk models and finite time ruin problems. Zbl 1277.91081
Dickson, David C. M.; Li, Shuanming
8
2012
Finite time ruin problems for the Erlang\((2)\) risk model. Zbl 1231.91176
Dickson, David C. M.; Li, Shuanming
14
2010
Insurance risk and ruin. Reprint of the 2005 hardback ed. Zbl 1202.91002
Dickson, David C. M.
1
2010
Actuarial mathematics for life contingent risks. Zbl 1180.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
32
2009
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes. Zbl 1141.91486
Borovkov, Konstantin A.; Dickson, David C. M.
31
2008
Some explicit solutions for the joint density of the time of ruin and the deficit at ruin. Zbl 1169.91386
Dickson, David C. M.
14
2008
Moments of discounted dividends for a threshold strategy in the compound Poisson risk model. Zbl 1481.91166
Cheung, Eric C. K.; Dickson, David C. M.; Drekic, Steve
7
2008
Optimal dividends under reinsurance. Zbl 1333.91018
Beveridge, C. J.; Dickson, D. C. M.; Wu, X.
2
2008
The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems. Zbl 1168.60363
Li, Shuanming; Dickson, David C. M.
17
2006
Optimal dynamic reinsurance. Zbl 1162.91408
Dickson, David C. M.; Waters, Howard R.
5
2006
Insurance risk and ruin. Zbl 1060.91078
Dickson, David C. M.
73
2005
The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113
Dickson, David C. M.; Willmot, Gordon E.
48
2005
The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims. Zbl 1144.91025
Dickson, David C. M.; Hughes, Barry D.; Lianzeng, Zhang
20
2005
Some optimal dividends problems. Zbl 1097.91040
Dickson, David C. M.; Waters, Howard R.
125
2004
On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088
Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E.
32
2004
The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. Zbl 1043.60036
Dickson, David C. M.; Drekic, Steve
21
2004
Ruin probabilities with a Markov chain interest model. Zbl 1122.91340
Cai, Jun; Dickson, David C. M.
19
2004
The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115
Willmot, Gordon E.; Dickson, David C. M.; Drekic, Steve; Stanford, David A.
8
2004
The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027
Willmot, Gordon E.; Dickson, David C. M.
34
2003
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028
Cai, Jun; Dickson, David C. M.
22
2003
On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027
Cai, Jun; Dickson, David C. M.
54
2002
The distribution of the time to ruin in the classical risk model. Zbl 1098.62136
Dickson, David C. M.; Waters, Howard R.
10
2002
On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549
Dickson, David C. M.; Hipp, Christian
160
2001
Ruin problems for phase-type(2) risk processes. Zbl 0971.91036
Dickson, David C. M.; Hipp, Christian
12
2000
Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033
Sundt, Bjørn; Dickson, David C. M.
1
2000
Ruin probabilities with compounding assets. Zbl 1028.91555
Dickson, David C. M.; Waters, Howard R.
13
1999
Ruin probabilities for Erlang (2) risk processes. Zbl 0907.90097
Dickson, David C. M.; Hipp, Christian
46
1998
On a class of renewal risk processes. With discussion and a reply by the author. Zbl 1081.60549
Dickson, David C. M.
32
1998
The effect of interest on negative surplus. Zbl 0894.90045
Dickson, David C. M.; Egídio dos Reis, Alfredo D.
19
1997
On the distribution of the duration of negative surplus. Zbl 0864.62069
Dickson, David C. M.; Egídio dos Reis, Alfredo D.
25
1996
Reinsurance and ruin. Zbl 0894.62110
Dickson, David C. M.; Waters, Howard R.
21
1996
Ruin problems and dual events. Zbl 0803.62091
Dickson, David C. M.; dos Reis, Alfredo Egídio
9
1994
An upper bound for the probability of ultimate ruin. Zbl 0809.62099
Dickson, David C. M.
6
1994
On the distribution of the claim causing ruin. Zbl 0783.62083
Dickson, David C. M.
15
1993
On the distribution of the surplus prior to ruin. Zbl 0770.62090
Dickson, David C. M.
58
1992
The probability of ultimate ruin with a variable premium loading - a special case. Zbl 0764.62088
Dickson, David C. M.
4
1991
Recursive calculation of the probability and severity of ruin. Zbl 0682.62083
Dickson, David C. M.
12
1989
Approximations to ruin probability in the presence of an upper absorbing barrier. Zbl 0584.62174
Dickson, D. C. M.; Gray, J. R.
26
1984
Exact solutions for ruin probability in the presence of an absorbing upper barrier. Zbl 0557.62086
Dickson, D. C. M.; Gray, J. R.
11
1984
all top 5

Cited by 749 Authors

36 Li, Shuanming
33 Dickson, David C. M.
33 Willmot, Gordon E.
33 Zhang, Zhimin
25 Yang, Hailiang
22 Landriault, David
21 Cheung, Eric C. K.
20 Wu, Rong
18 Yang, Hu
16 Drekic, Steve
15 Egídio dos Reis, Alfredo D.
15 Lu, Yi
13 Albrecher, Hansjörg
13 Woo, Jae-Kyung
12 Gerber, Hans U.
12 Sendova, Kristina P.
12 Shiu, Elias S. W.
11 Guo, Junyi
11 Politis, Konstadinos G.
10 Hu, Yijun
10 Psarrakos, Georgios
10 Yin, Chuancun
10 Zhang, Chunsheng
9 Badescu, Andrei L.
9 Feng, Runhuan
9 Lefèvre, Claude
9 Marceau, Étienne
9 Šiaulys, Jonas
9 Stanford, David A.
8 Cai, Jun
8 Cossette, Hélène
8 Frostig, Esther
8 Jiang, Wuyuan
8 Schmidli, Hanspeter
8 Yang, Xiangqun
7 Tan, Jiyang
7 Wang, Rongming
7 Xie, Jiehua
7 Yuen, Kam Chuen
7 Zou, Wei
6 Cardoso, Rui M. R.
6 Chadjiconstantinidis, Stathis
6 Loisel, Stéphane
6 Palmowski, Zbigniew
6 Ren, Jiandong
6 Shi, Tianxiang
6 Trufin, Julien
6 Wang, Guojing
6 Wu, Xueyuan
6 Xu, Ran
6 Zhou, Xiaowen
5 Avram, Florin
5 Deng, Yingchun
5 Denuit, Michel M.
5 Dhaene, Jan
5 Dong, Hua
5 He, Jingmin
5 Kolkovska, Ekaterina Todorova
5 Li, Jingchao
5 Liang, Zhibin
5 Lin, X. Sheldon
5 Liu, Zaiming
5 Martín-González, Ehyter Matías
5 Wang, Wenyuan
5 Waters, Howard R.
5 Yu, Wenguang
5 Zhou, Ming
4 Antonio, Katrien
4 Bao, Zhenhua
4 Claramunt, M. Mercè
4 Gao, Jianwei
4 Goffard, Pierre-Olivier
4 Huang, Ya
4 Huang, Yujuan
4 Ivanovs, Jevgeņijs
4 Jin, Zhuo
4 Kim, Soyeun
4 Ko, Bangwon
4 Lee, Wing Yan
4 Li, Han
4 Liu, Guoxin
4 O’Hare, Colin
4 Papaioannou, Apostolos D.
4 Pitts, Susan M.
4 Rabehasaina, Landy
4 Song, Min
4 Tang, Qihe
4 Tsai, Cary Chi-Liang
4 Wang, Dehui
4 Wang, Suxin
4 Wei, Li
4 Xie, Jiayi
4 Yang, Zhaojun
4 Zamparo, Marco
4 Zhou, Jieming
3 Adékambi, Franck
3 Bazyari, Abouzar
3 Bergel, Agnieszka I.
3 Boutsikas, Michael V.
3 Boxma, Onno Johan
...and 649 more Authors
all top 5

Cited in 116 Serials

192 Insurance Mathematics & Economics
76 Scandinavian Actuarial Journal
43 North American Actuarial Journal
31 Journal of Computational and Applied Mathematics
30 Methodology and Computing in Applied Probability
27 Statistics & Probability Letters
26 ASTIN Bulletin
25 Communications in Statistics. Theory and Methods
23 Applied Mathematics and Computation
15 European Actuarial Journal
14 Journal of Applied Probability
14 Acta Mathematicae Applicatae Sinica. English Series
13 Stochastic Models
9 Advances in Applied Probability
9 Stochastic Processes and their Applications
9 Probability in the Engineering and Informational Sciences
7 European Journal of Operational Research
7 Applied Stochastic Models in Business and Industry
7 Frontiers of Mathematics in China
6 Applied Mathematics. Series B (English Edition)
6 Mathematical Problems in Engineering
6 Journal of the Korean Statistical Society
5 Lithuanian Mathematical Journal
5 Acta Mathematica Sinica. English Series
4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
4 Stochastic Analysis and Applications
4 Computational Statistics and Data Analysis
4 Journal of Systems Science and Complexity
4 Journal of Industrial and Management Optimization
3 Journal of Mathematical Analysis and Applications
3 Moscow University Mathematics Bulletin
3 Probability and Mathematical Statistics
3 Queueing Systems
3 The Annals of Applied Probability
3 Cybernetics and Systems Analysis
3 Theory of Probability and Mathematical Statistics
3 Mathematical Methods of Operations Research
3 Wuhan University Journal of Natural Sciences (WUJNS)
3 Journal of Applied Mathematics and Computing
3 Stochastics
3 Journal of Statistical Theory and Practice
2 Automatica
2 Scandinavian Actuarial Journal
2 Applied Mathematical Modelling
2 Communications in Statistics. Simulation and Computation
2 Journal of Statistical Computation and Simulation
2 Abstract and Applied Analysis
2 Journal of Inequalities and Applications
2 Journal of Shanghai University
2 Lobachevskii Journal of Mathematics
2 The ANZIAM Journal
2 Journal of Applied Mathematics
2 Acta Mathematica Scientia. Series B. (English Edition)
2 Advances in Difference Equations
2 Journal of Forecasting
2 Journal of Physics A: Mathematical and Theoretical
2 Modern Stochastics. Theory and Applications
1 Applicable Analysis
1 Computers & Mathematics with Applications
1 Indian Journal of Pure & Applied Mathematics
1 Journal of Mathematical Biology
1 Mathematical Methods in the Applied Sciences
1 Periodica Mathematica Hungarica
1 Physica A
1 Ukrainian Mathematical Journal
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 Annals of the Institute of Statistical Mathematics
1 Applied Mathematics and Optimization
1 Journal of Multivariate Analysis
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Operations Research
1 SIAM Journal on Control and Optimization
1 Applied Mathematics and Mechanics. (English Edition)
1 Bulletin of the Iranian Mathematical Society
1 Chinese Journal of Applied Probability and Statistics
1 Journal of Theoretical Probability
1 Annals of Operations Research
1 Computational Statistics
1 Indagationes Mathematicae. New Series
1 Applicationes Mathematicae
1 Top
1 Bernoulli
1 Finance and Stochastics
1 Doklady Mathematics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Soft Computing
1 Australian & New Zealand Journal of Statistics
1 Far East Journal of Applied Mathematics
1 Informatica (Vilnius)
1 Discrete Dynamics in Nature and Society
1 International Journal of Theoretical and Applied Finance
1 Revista de Matemática: Teoría y Aplicaciones
1 Brazilian Journal of Probability and Statistics
1 Nonlinear Analysis. Modelling and Control
1 Stochastics and Dynamics
1 Hacettepe Journal of Mathematics and Statistics
1 Computational Management Science
1 Journal of Statistical Mechanics: Theory and Experiment
...and 16 more Serials

Citations by Year