Edit Profile (opens in new tab) Dickson, David C. M. Compute Distance To: Compute Author ID: dickson.david-c-m Published as: Dickson, David C. M.; Dickson, D. C. M.; Dikson, David C. M.; Dickson, David more...less External Links: MGP Documents Indexed: 55 Publications since 1984, including 8 Books Co-Authors: 19 Co-Authors with 41 Joint Publications 345 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 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 48 Publications have been cited 1,086 times in 701 Documents Cited by ▼ Year ▼ On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549Dickson, David C. M.; Hipp, Christian 152 2001 Some optimal dividends problems. Zbl 1097.91040Dickson, David C. M.; Waters, Howard R. 108 2004 Insurance risk and ruin. Zbl 1060.91078Dickson, David C. M. 63 2005 On the distribution of the surplus prior to ruin. Zbl 0770.62090Dickson, David C. M. 56 1992 On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027Cai, Jun; Dickson, David C. M. 54 2002 Ruin probabilities for Erlang (2) risk processes. Zbl 0907.90097Dickson, David C. M.; Hipp, Christian 45 1998 The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113Dickson, David C. M.; Willmot, Gordon E. 43 2005 The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027Willmot, Gordon E.; Dickson, David C. M. 32 2003 On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. 31 2004 On a class of renewal risk processes. With discussion and a reply by the author. Zbl 1081.60549Dickson, David C. M. 30 1998 Actuarial mathematics for life contingent risks. Zbl 1180.91001Dickson, 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 1141.91486Borovkov, Konstantin A.; Dickson, David C. M. 29 2008 On the distribution of the duration of negative surplus. Zbl 0864.62069Dickson, David C. M.; Egídio dos Reis, Alfredo D. 25 1996 Approximations to ruin probability in the presence of an upper absorbing barrier. Zbl 0584.62174Dickson, D. C. M.; Gray, J. R. 25 1984 Actuarial mathematics for life contingent risks. 2nd ed. Zbl 1271.91001Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 23 2013 Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028Cai, 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 1043.60036Dickson, David C. M.; Drekic, Steve 21 2004 Reinsurance and ruin. Zbl 0894.62110Dickson, David C. M.; Waters, Howard R. 19 1996 The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims. Zbl 1144.91025Dickson, David C. M.; Hughes, Barry D.; Lianzeng, Zhang 19 2005 The effect of interest on negative surplus. Zbl 0894.90045Dickson, David C. M.; Egídio dos Reis, Alfredo D. 18 1997 Ruin probabilities with a Markov chain interest model. Zbl 1122.91340Cai, Jun; Dickson, David C. M. 17 2004 The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems. Zbl 1168.60363Li, Shuanming; Dickson, David C. M. 16 2006 On the distribution of the claim causing ruin. Zbl 0783.62083Dickson, David C. M. 15 1993 The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model. Zbl 1237.91125Dickson, David C. M. 15 2012 Some explicit solutions for the joint density of the time of ruin and the deficit at ruin. Zbl 1169.91386Dickson, David C. M. 13 2008 Finite time ruin problems for the Erlang\((2)\) risk model. Zbl 1231.91176Dickson, David C. M.; Li, Shuanming 13 2010 Some ruin problems for the MAP risk model. Zbl 1348.91163Li, Jingchao; Dickson, David C. M.; Li, Shuanming 13 2015 Ruin probabilities with compounding assets. Zbl 1028.91555Dickson, David C. M.; Waters, Howard R. 12 1999 Ruin problems for phase-type(2) risk processes. Zbl 0971.91036Dickson, David C. M.; Hipp, Christian 12 2000 Recursive calculation of the probability and severity of ruin. Zbl 0682.62083Dickson, David C. M. 12 1989 Insurance risk and ruin. 2nd edition. Zbl 1351.91001Dickson, David C. M. 10 2017 The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. Zbl 1284.91227Dickson, David C. M.; Li, Shuanming 9 2013 Ruin problems and dual events. Zbl 0803.62091Dickson, David C. M.; dos Reis, Alfredo Egídio 9 1994 The finite time ruin probability in a risk model with capital injections. Zbl 1398.91350Nie, Ciyu; Dickson, David C. M.; Li, Shuanming 9 2015 Exact solutions for ruin probability in the presence of an absorbing upper barrier. Zbl 0557.62086Dickson, D. C. M.; Gray, J. R. 9 1984 The distribution of the time to ruin in the classical risk model. Zbl 1098.62136Dickson, David C. M.; Waters, Howard R. 8 2002 The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A. 8 2004 Erlang risk models and finite time ruin problems. Zbl 1277.91081Dickson, David C. M.; Li, Shuanming 7 2012 Analysis of some ruin-related quantities in a Markov-modulated risk model. Zbl 1344.60075Li, Jingchao; Dickson, David C. M.; Li, Shuanming 7 2016 An upper bound for the probability of ultimate ruin. Zbl 0809.62099Dickson, David C. M. 6 1994 Optimal dynamic reinsurance. Zbl 1162.91408Dickson, David C. M.; Waters, Howard R. 5 2006 A note on some joint distribution functions involving the time of ruin. Zbl 1348.91141Dickson, David C. M. 5 2016 The probability of ultimate ruin with a variable premium loading - a special case. Zbl 0764.62088Dickson, David C. M. 4 1991 Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209Dickson, David C. M.; Qazvini, Marjan 3 2016 Actuarial mathematics for life contingent risks. 3rd edition. Zbl 1430.91003Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 2 2020 Insurance risk and ruin. Reprint of the 2005 hardback ed. Zbl 1202.91002Dickson, David C. M. 1 2010 Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033Sundt, Bjørn; Dickson, David C. M. 1 2000 Optimal dividends under reinsurance. Zbl 1333.91018Beveridge, C. J.; Dickson, D. C. M.; Wu, X. 1 2008 Actuarial mathematics for life contingent risks. 3rd edition. Zbl 1430.91003Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 2 2020 Insurance risk and ruin. 2nd edition. Zbl 1351.91001Dickson, David C. M. 10 2017 Analysis of some ruin-related quantities in a Markov-modulated risk model. Zbl 1344.60075Li, Jingchao; Dickson, David C. M.; Li, Shuanming 7 2016 A note on some joint distribution functions involving the time of ruin. Zbl 1348.91141Dickson, David C. M. 5 2016 Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209Dickson, David C. M.; Qazvini, Marjan 3 2016 Some ruin problems for the MAP risk model. Zbl 1348.91163Li, Jingchao; Dickson, David C. M.; Li, Shuanming 13 2015 The finite time ruin probability in a risk model with capital injections. Zbl 1398.91350Nie, Ciyu; Dickson, David C. M.; Li, Shuanming 9 2015 Actuarial mathematics for life contingent risks. 2nd ed. Zbl 1271.91001Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R. 23 2013 The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. Zbl 1284.91227Dickson, David C. M.; Li, Shuanming 9 2013 The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model. Zbl 1237.91125Dickson, David C. M. 15 2012 Erlang risk models and finite time ruin problems. Zbl 1277.91081Dickson, David C. M.; Li, Shuanming 7 2012 Finite time ruin problems for the Erlang\((2)\) risk model. Zbl 1231.91176Dickson, David C. M.; Li, Shuanming 13 2010 Insurance risk and ruin. Reprint of the 2005 hardback ed. Zbl 1202.91002Dickson, David C. M. 1 2010 Actuarial mathematics for life contingent risks. Zbl 1180.91001Dickson, 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 1141.91486Borovkov, Konstantin A.; Dickson, David C. M. 29 2008 Some explicit solutions for the joint density of the time of ruin and the deficit at ruin. Zbl 1169.91386Dickson, David C. M. 13 2008 Optimal dividends under reinsurance. Zbl 1333.91018Beveridge, 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 1168.60363Li, Shuanming; Dickson, David C. M. 16 2006 Optimal dynamic reinsurance. Zbl 1162.91408Dickson, David C. M.; Waters, Howard R. 5 2006 Insurance risk and ruin. Zbl 1060.91078Dickson, David C. M. 63 2005 The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113Dickson, David C. M.; Willmot, Gordon E. 43 2005 The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims. Zbl 1144.91025Dickson, David C. M.; Hughes, Barry D.; Lianzeng, Zhang 19 2005 Some optimal dividends problems. Zbl 1097.91040Dickson, David C. M.; Waters, Howard R. 108 2004 On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. 31 2004 The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. Zbl 1043.60036Dickson, David C. M.; Drekic, Steve 21 2004 Ruin probabilities with a Markov chain interest model. Zbl 1122.91340Cai, Jun; Dickson, David C. M. 17 2004 The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A. 8 2004 The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027Willmot, Gordon E.; Dickson, David C. M. 32 2003 Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028Cai, Jun; Dickson, David C. M. 22 2003 On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027Cai, Jun; Dickson, David C. M. 54 2002 The distribution of the time to ruin in the classical risk model. Zbl 1098.62136Dickson, David C. M.; Waters, Howard R. 8 2002 On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549Dickson, David C. M.; Hipp, Christian 152 2001 Ruin problems for phase-type(2) risk processes. Zbl 0971.91036Dickson, David C. M.; Hipp, Christian 12 2000 Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033Sundt, Bjørn; Dickson, David C. M. 1 2000 Ruin probabilities with compounding assets. Zbl 1028.91555Dickson, David C. M.; Waters, Howard R. 12 1999 Ruin probabilities for Erlang (2) risk processes. Zbl 0907.90097Dickson, David C. M.; Hipp, Christian 45 1998 On a class of renewal risk processes. With discussion and a reply by the author. Zbl 1081.60549Dickson, David C. M. 30 1998 The effect of interest on negative surplus. Zbl 0894.90045Dickson, David C. M.; Egídio dos Reis, Alfredo D. 18 1997 On the distribution of the duration of negative surplus. Zbl 0864.62069Dickson, David C. M.; Egídio dos Reis, Alfredo D. 25 1996 Reinsurance and ruin. Zbl 0894.62110Dickson, David C. M.; Waters, Howard R. 19 1996 Ruin problems and dual events. Zbl 0803.62091Dickson, David C. M.; dos Reis, Alfredo Egídio 9 1994 An upper bound for the probability of ultimate ruin. Zbl 0809.62099Dickson, David C. M. 6 1994 On the distribution of the claim causing ruin. Zbl 0783.62083Dickson, David C. M. 15 1993 On the distribution of the surplus prior to ruin. Zbl 0770.62090Dickson, David C. M. 56 1992 The probability of ultimate ruin with a variable premium loading - a special case. Zbl 0764.62088Dickson, David C. M. 4 1991 Recursive calculation of the probability and severity of ruin. Zbl 0682.62083Dickson, David C. M. 12 1989 Approximations to ruin probability in the presence of an upper absorbing barrier. Zbl 0584.62174Dickson, D. C. M.; Gray, J. R. 25 1984 Exact solutions for ruin probability in the presence of an absorbing upper barrier. Zbl 0557.62086Dickson, D. C. M.; Gray, J. R. 9 1984 all cited Publications top 5 cited Publications all top 5 Cited by 689 Authors 35 Li, Shuanming 33 Dickson, David C. M. 32 Willmot, Gordon E. 27 Cheung, Eric C. K. 26 Zhang, Zhimin 24 Yang, Hailiang 22 Landriault, David 20 Wu, Rong 18 Yang, Hu 16 Drekic, Steve 15 Egídio dos Reis, Alfredo D. 14 Lu, Yi 12 Gerber, Hans U. 12 Shiu, Elias S. W. 11 Albrecher, Hansjörg 11 Cai, Jun 11 Guo, Junyi 11 Politis, Konstadinos 11 Woo, Jae-Kyung 10 Hu, Yijun 10 Sendova, Kristina P. 10 Yin, Chuancun 10 Zhang, Chunsheng 9 Badescu, Andrei L. 9 Lefèvre, Claude 9 Marceau, Étienne 9 Psarrakos, Georgios 9 Stanford, David A. 8 Cossette, Hélène 8 Feng, Runhuan 8 Frostig, Esther 8 Schmidli, Hanspeter 8 Yang, Xiangqun 7 Jiang, Wuyuan 7 Šiaulys, Jonas 7 Tan, Jiyang 7 Wang, Guojing 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 Wang, Rongming 6 Wang, Wenyuan 6 Wu, Xueyuan 6 Zhou, Xiaowen 5 Avram, Florin 5 Dhaene, Jan 5 Dong, Hua 5 Li, Jingchao 5 Liang, Zhibin 5 Lin, X. Sheldon 5 Trufin, Julien 5 Waters, Howard R. 5 Zhou, Ming 4 Claramunt, M. Mercè 4 Deng, Yingchun 4 Gao, Jianwei 4 Goffard, Pierre-Olivier 4 He, Jingmin 4 Huang, Yujuan 4 Jin, Zhuo 4 Ko, Bangwon 4 Lee, Wing Yan 4 Liu, Guoxin 4 Liu, Zaiming 4 Papaioannou, Apostolos D. 4 Pitts, Susan M. 4 Song, Min 4 Tang, Qihe 4 Tsai, Cary Chi-Liang 4 Wang, Dehui 4 Wei, Li 4 Xu, Ran 4 Yang, Zhaojun 4 Yu, Wenguang 3 Adékambi, Franck 3 Antonio, Katrien 3 Bao, Zhenhua 3 Bergel, Agnieszka I. 3 Boxma, Onno Johan 3 Breuer, Lothar 3 Bulinskaya, Ekaterina Vadimova 3 Castañer, Anna 3 Cheng, Jianhua 3 Constantinescu, Corina D. 3 Czarna, Irmina 3 Denuit, Michel M. 3 Eisenberg, Julia 3 Fang, Ying 3 Gajek, Lesław 3 Haberman, Steven 3 Hao, Yuan-Yuan 3 Hardy, Mary Rosalyn 3 He, Lin 3 Hipp, Christian ...and 589 more Authors all top 5 Cited in 104 Serials 182 Insurance Mathematics & Economics 73 Scandinavian Actuarial Journal 41 North American Actuarial Journal 30 Journal of Computational and Applied Mathematics 27 Methodology and Computing in Applied Probability 26 Statistics & Probability Letters 26 ASTIN Bulletin 20 Applied Mathematics and Computation 20 Communications in Statistics. Theory and Methods 14 Journal of Applied Probability 14 Acta Mathematicae Applicatae Sinica. English Series 13 Stochastic Models 13 European Actuarial Journal 9 Advances in Applied Probability 8 Stochastic Processes and their Applications 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 European Journal of Operational Research 5 Acta Mathematica Sinica. English Series 4 Lithuanian Mathematical Journal 4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 4 Stochastic Analysis and Applications 4 Computational Statistics and Data Analysis 4 Probability in the Engineering and Informational Sciences 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 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 Statistical Theory and Practice 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 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 of Operations Research 1 Applied Mathematics and Mechanics. (English Edition) 1 Bulletin of the Iranian Mathematical Society 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 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 1 Science China. Mathematics 1 Symmetry 1 Sankhyā. Series B 1 Statistics and Computing 1 Statistics & Risk Modeling 1 Arabian Journal of Mathematics 1 Stochastic Systems 1 Dependence Modeling ...and 4 more Serials all top 5 Cited in 24 Fields 613 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 382 Probability theory and stochastic processes (60-XX) 214 Statistics (62-XX) 34 Systems theory; control (93-XX) 26 Integral equations (45-XX) 22 Numerical analysis (65-XX) 20 Operations research, mathematical programming (90-XX) 13 Integral transforms, operational calculus (44-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 6 Partial differential equations (35-XX) 3 Field theory and polynomials (12-XX) 3 Biology and other natural sciences (92-XX) 2 Special functions (33-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Information and communication theory, circuits (94-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