| Publication | Date of Publication | Type |
|---|
Moments of discounted dividends for a threshold strategy in the compound Poisson risk model
North American Actuarial Journal | 2022-01-19 | Paper |
“On the Class of Erlang Mixtures with Risk Theoretic Applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007
North American Actuarial Journal | 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
North American Actuarial Journal | 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
Scandinavian Actuarial Journal | 2018-07-10 | Paper |
Gerber-Shiu analysis of a risk model with capital injections
European Actuarial Journal | 2017-06-06 | Paper |
Insurance risk and ruin.
| 2016-12-06 | Paper |
Analysis of some ruin-related quantities in a Markov-modulated risk model
Stochastic Models | 2016-08-08 | Paper |
A note on some joint distribution functions involving the time of ruin
Insurance Mathematics & Economics | 2016-05-12 | Paper |
Optimal dividends under reinsurance
Mitteilungen. Schweizerische Aktuarvereinigung (SAV) | 2016-04-07 | Paper |
Some ruin problems for the MAP risk model
Insurance Mathematics & Economics | 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
Insurance Mathematics & Economics | 2014-04-04 | Paper |
Erlang risk models and finite time ruin problems
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
Actuarial mathematics for life contingent risks
International Series on Actuarial Science | 2013-08-13 | Paper |
Solutions manual for actuarial mathematics for life contingent risks
International Series on Actuarial Science | 2013-08-13 | Paper |
Solutions manual for actuarial mathematics for life contingent risks
International Series on Actuarial Science | 2012-08-17 | Paper |
The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
Insurance Mathematics & Economics | 2012-05-11 | Paper |
Finite time ruin problems for the Erlang\((2)\) risk model
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Insurance risk and ruin.
| 2010-10-19 | Paper |
scientific article; zbMATH DE number 5713274 (Why is no real title available?)
| 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
ASTIN Bulletin | 2009-09-13 | Paper |
Optimal Dynamic Reinsurance
ASTIN Bulletin | 2009-06-15 | Paper |
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
Insurance Mathematics & Economics | 2008-06-25 | Paper |
On the Distribution of the Deficit at Ruin when Claims are Phase-type
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
The Density of the Time to Ruin in the Classical Poisson Risk Model
ASTIN Bulletin | 2006-10-04 | Paper |
The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
Insurance Mathematics & Economics | 2006-08-14 | Paper |
The deficit at ruin in the stationary renewal risk model
Scandinavian Actuarial Journal | 2006-05-24 | Paper |
On a Class of Renewal Risk Processes
North American Actuarial Journal | 2006-01-13 | Paper |
Ruin probabilities with a Markov chain interest model
Insurance Mathematics & Economics | 2005-08-05 | Paper |
Some Optimal Dividends Problems
ASTIN Bulletin | 2005-03-30 | Paper |
The Distribution of the time to Ruin in the Classical Risk Model
ASTIN Bulletin | 2005-03-30 | Paper |
scientific article; zbMATH DE number 2130681 (Why is no real title available?)
| 2005-01-24 | Paper |
The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
Insurance Mathematics & Economics | 2004-05-27 | Paper |
On the time to ruin for Erlang(2) risk processes.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
On the expected discounted penalty function at ruin of a surplus process with interest.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Ruin Problems for Phase-Type(2) Risk Processes
Scandinavian Actuarial Journal | 2001-09-16 | Paper |
Comparison of Methods for Evaluation of the Convolution of Two Compound R 1 Distributions
Scandinavian Actuarial Journal | 2001-09-16 | Paper |
Ruin probabilities with compounding assets
Insurance Mathematics & Economics | 2000-01-31 | Paper |
scientific article; zbMATH DE number 1260469 (Why is no real title available?)
| 1999-10-18 | Paper |
Reinsurance and ruin
Insurance Mathematics & Economics | 1998-05-04 | Paper |
The effect of interest on negative surplus
Insurance Mathematics & Economics | 1998-03-17 | Paper |
Ruin probabilities for Erlang (2) risk processes
Insurance Mathematics & Economics | 1998-01-01 | Paper |
On the distribution of the duration of negative surplus
Scandinavian Actuarial Journal | 1997-01-14 | Paper |
An upper bound for the probability of ultimate ruin
Scandinavian Actuarial Journal | 1995-02-13 | Paper |
Ruin problems and dual events
Insurance Mathematics & Economics | 1994-08-22 | Paper |
On the distribution of the claim causing ruin
Insurance Mathematics & Economics | 1993-12-12 | Paper |
On the distribution of the surplus prior to ruin
Insurance Mathematics & Economics | 1993-05-16 | Paper |
The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case
Scandinavian Actuarial Journal | 1992-09-27 | Paper |
Recursive calculation of the probability and severity of ruin
Insurance Mathematics & Economics | 1989-01-01 | Paper |
