Edit Profile (opens in new tab) Dickson, David C. M. Co-Author Distance Author ID: dickson.david-c-m Published as: Dickson, David C. M.; Dickson, D. C. M.; Dickson, David more...less External Links: MGP Documents Indexed: 55 Publications since 1984, including 8 Books Co-Authors: 20 Co-Authors with 41 Joint Publications 349 Co-Co-Authors all top 5 Co-Authors 12 single-authored 11 Waters, Howard R. 7 Li, Shuanming 5 Drekic, Steve 5 Hardy, Mary Rosalyn 5 Willmot, Gordon E. 3 Cai, Jun 3 Egídio dos Reis, Alfredo D. 3 Hipp, Christian 3 Stanford, David A. 2 Li, Jingchao 2 Sundt, Bjørn Rosted 1 Beveridge, C. J. 1 Borovkov, Konstantin A. 1 Cheung, Eric C. K. 1 Hughes, Barry D. 1 Lianzeng, Zhang 1 Martin, Vance L. 1 Nie, Ciyu 1 Qazvini, Marjan 1 Wu, Xueyuan all top 5 Serials 21 Insurance Mathematics & Economics 8 International Series on Actuarial Science 7 Scandinavian Actuarial Journal 5 Scandinavian Actuarial Journal 5 ASTIN Bulletin 4 North American Actuarial Journal 2 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Stochastic Models 1 European Actuarial Journal all top 5 Fields 43 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Statistics (62-XX) 17 Probability theory and stochastic processes (60-XX) 4 General and overarching topics; collections (00-XX) 4 Mathematics education (97-XX) 2 Integral transforms, operational calculus (44-XX) 2 Numerical analysis (65-XX) 1 Integral equations (45-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 49 Publications have been cited 1,177 times in 754 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. 123 2004 Insurance risk and ruin. Zbl 1060.91078 Dickson, David C. M. 71 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 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. Zbl 1180.91001 Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 29 2009 Actuarial mathematics for life contingent risks. 2nd ed. Zbl 1271.91001 Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 28 2013 Approximations to ruin probability in the presence of an upper absorbing barrier. Zbl 0584.62174 Dickson, D. C. M.; Gray, J. R. 25 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 The effect of interest on negative surplus. Zbl 0894.90045 Dickson, David C. M.; Egídio dos Reis, Alfredo D. 19 1997 Ruin probabilities with a Markov chain interest model. Zbl 1122.91340 Cai, Jun; Dickson, David C. M. 19 2004 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 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 On the distribution of the claim causing ruin. Zbl 0783.62083 Dickson, David C. M. 15 1993 Insurance risk and ruin. 2nd edition. Zbl 1351.91001 Dickson, David C. M. 15 2017 Finite time ruin problems for the Erlang\((2)\) risk model. Zbl 1231.91176 Dickson, David C. M.; Li, Shuanming 14 2010 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 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 Recursive calculation of the probability and severity of ruin. Zbl 0682.62083 Dickson, David C. M. 12 1989 Ruin probabilities with compounding assets. Zbl 1028.91555 Dickson, David C. M.; Waters, Howard R. 12 1999 Ruin problems for phase-type(2) risk processes. Zbl 0971.91036 Dickson, David C. M.; Hipp, Christian 12 2000 Exact solutions for ruin probability in the presence of an absorbing upper barrier. Zbl 0557.62086 Dickson, D. C. M.; Gray, J. R. 10 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 Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209 Dickson, David C. M.; Qazvini, Marjan 6 2016 A note on some joint distribution functions involving the time of ruin. Zbl 1348.91141 Dickson, David C. M. 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 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 Optimal dividends under reinsurance. Zbl 1333.91018 Beveridge, C. J.; Dickson, D. C. M.; Wu, X. 1 2008 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. 15 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 Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209 Dickson, David C. M.; Qazvini, Marjan 6 2016 A note on some joint distribution functions involving the time of ruin. Zbl 1348.91141 Dickson, David C. M. 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. 28 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. 29 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. 1 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. 71 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. 123 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. 12 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. 25 1984 Exact solutions for ruin probability in the presence of an absorbing upper barrier. Zbl 0557.62086 Dickson, D. C. M.; Gray, J. R. 10 1984 all cited Publications top 5 cited Publications all top 5 Cited by 743 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. 14 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 Ko, Bangwon 4 Lee, Wing Yan 4 Liu, Guoxin 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 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 3 Breuer, Lothar 3 Bulinskaya, Ekaterina Vadimova 3 Castañer, Anna 3 Cheng, Jianhua ...and 643 more Authors all top 5 Cited in 113 Serials 191 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 Frontiers of Mathematics in China 6 Applied Mathematics. Series B (English Edition) 6 Mathematical Problems in Engineering 6 Applied Stochastic Models in Business and Industry 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 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 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 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 1 AStA. Advances in Statistical Analysis 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Risk and Decision Analysis ...and 13 more Serials all top 5 Cited in 25 Fields 662 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 418 Probability theory and stochastic processes (60-XX) 235 Statistics (62-XX) 37 Systems theory; control (93-XX) 29 Integral equations (45-XX) 21 Numerical analysis (65-XX) 21 Operations research, mathematical programming (90-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 13 Integral transforms, operational calculus (44-XX) 6 Partial differential equations (35-XX) 6 Biology and other natural sciences (92-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Field theory and polynomials (12-XX) 2 Special functions (33-XX) 2 Information and communication theory, circuits (94-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Optics, electromagnetic theory (78-XX) 1 Mathematics education (97-XX) Citations by Year