David C. M. Dickson

Available identifiers

zbMath Open dickson.david-c-mMaRDI QIDQ282278

List of research outcomes

Publication	Date of Publication	Type
Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model	2022-01-19	Paper
“On the Class of Erlang Mixtures with Risk Theoretic Applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007	2022-01-10	Paper
“Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005	2021-12-22	Paper
Actuarial Mathematics for Life Contingent Risks	2019-10-07	Paper
The finite time ruin probability in a risk model with capital injections	2018-07-10	Paper
Gerber-Shiu analysis of a risk model with capital injections	2017-06-06	Paper
Insurance Risk and Ruin	2016-12-06	Paper
Analysis of some ruin-related quantities in a Markov-modulated risk model	2016-08-08	Paper
A note on some joint distribution functions involving the time of ruin	2016-05-12	Paper
Some ruin problems for the MAP risk model	2015-12-14	Paper
The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model	2014-04-04	Paper
Erlang risk models and finite time ruin problems	2013-12-13	Paper
https://portal.mardi4nfdi.de/entity/Q2842207	2013-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q2842208	2013-08-13	Paper
Solutions Manual for Actuarial Mathematics for Life Contingent Risks	2012-08-17	Paper
The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model	2012-05-11	Paper
Finite time ruin problems for the Erlang\((2)\) risk model	2012-02-10	Paper
https://portal.mardi4nfdi.de/entity/Q3162152	2010-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q3562649	2010-05-27	Paper
Actuarial Mathematics for Life Contingent Risks	2009-10-07	Paper
Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin	2009-09-13	Paper
Optimal Dynamic Reinsurance	2009-06-15	Paper
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes	2008-06-25	Paper
The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims	2007-12-16	Paper
On the Distribution of the Deficit at Ruin when Claims are Phase-type	2007-12-16	Paper
The Density of the Time to Ruin in the Classical Poisson Risk Model	2006-10-04	Paper
The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems	2006-08-14	Paper
The deficit at ruin in the stationary renewal risk model	2006-05-24	Paper
On a Class of Renewal Risk Processes	2006-01-13	Paper
Ruin probabilities with a Markov chain interest model	2005-08-05	Paper
The Distribution of the time to Ruin in the Classical Risk Model	2005-03-30	Paper
Some Optimal Dividends Problems	2005-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q3158278	2005-01-24	Paper
The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.	2004-05-27	Paper
On the time to ruin for Erlang(2) risk processes.	2003-11-16	Paper
On the expected discounted penalty function at ruin of a surplus process with interest.	2003-11-16	Paper
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.	2003-11-16	Paper
The Gerber-Shiu discounted penalty function in the stationary renewal risk model.	2003-11-16	Paper
Comparison of Methods for Evaluation of the Convolution of Two Compound R 1 Distributions	2001-09-16	Paper
Ruin Problems for Phase-Type(2) Risk Processes	2001-09-16	Paper
Ruin probabilities with compounding assets	2000-01-31	Paper
https://portal.mardi4nfdi.de/entity/Q4231152	1999-10-18	Paper
Reinsurance and ruin	1998-05-04	Paper
The effect of interest on negative surplus	1998-03-17	Paper
Ruin probabilities for Erlang (2) risk processes	1998-01-01	Paper
On the distribution of the duration of negative surplus	1997-01-14	Paper
An upper bound for the probability of ultimate ruin	1995-02-13	Paper
Ruin problems and dual events	1994-08-22	Paper
On the distribution of the claim causing ruin	1993-12-12	Paper
On the distribution of the surplus prior to ruin	1993-05-16	Paper
The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case	1992-09-27	Paper
Recursive calculation of the probability and severity of ruin	1989-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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