David Dickson

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All published works

Action	Title	Year	Authors
+ PDF Chat	The moments of the time of ruin in Sparre Andersen risk models	2022	David Dickson
+	An identity based on the generalised negative binomial distribution with applications in ruin theory	2018	David Dickson
+	Advanced Ruin Theory	2016	David Dickson
+ PDF Chat	Analysis of some ruin-related quantities in a Markov-modulated risk model	2016	Jingchao Li David Dickson Shuanming Li
+	The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model	2013	David Dickson Shuanming Li
+	Numerical techniques	2009	David Dickson Mary R. Hardy Howard R. Waters
+ PDF Chat	Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin	2008	David Dickson
+ PDF Chat	Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin	2008	David Dickson
+ PDF Chat	On the ruin time distribution for a Sparre Andersen process with exponential claim sizes	2008	Konstantin Borovkov David Dickson
+	Some Finite Time Ruin Problems	2007	David Dickson
+	On the ruin time distribution for a Sparre Andersen process with exponential claim sizes	2007	Konstantin Borovkov David Dickson
+ PDF Chat	The maximum surplus before ruin in an Erlang(n) risk process and related problems	2006	Shuanming Li David Dickson
+	“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	2006	David Dickson Steve Drekic David A. Stanford Gordon E. Willmot
+ PDF Chat	The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims	2005	David Dickson Barry D. Hughes Lianzeng Zhang
+	Insurance risk and ruin	2005	David Dickson
+ PDF Chat	Ruin probabilities with a Markov chain interest model	2004	Jun Cai David Dickson
+	De Vylder Approximations to the Moments and Distribution of the Time to Ruin	2004	David Dickson Kwok Swan Wong
+ PDF Chat	The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models	2004	David Dickson Steve Drekic
+ PDF Chat	Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest	2003	Jun Cai David Dickson
+ PDF Chat	On the expected discounted penalty function at ruin of a surplus process with interest	2002	Jun Cai David Dickson
+	Introductory Statistics with Applications in General Insurance (second edition). By I. B. Hossack, J. H. Pollard and B. Zehnwirth (Cambridge University Press, 1999)	2002	David Dickson
+ PDF Chat	On the time to ruin for Erlang(2) risk processes	2001	David Dickson Christian Hipp
+	Lundberg Approximations for Compound Distributions with Insurance Applications. By G. E. Willmot and X. S. Lin. (Springer, 2000)	2001	David Dickson
+	Ruin Problems for Phase-Type(2) Risk Processes	2000	David Dickson Christian Hipp
+	Predictive Aggregate Claims Distributions	1998	David Dickson Leanna Tedesco Ben Zehnwirth
+	Ruin probabilities for Erlang(2) risk processes	1998	David Dickson Christian Hipp
+	On a Class of Renewal Risk Processes	1998	David Dickson
+	Ruin Problems: Simulation or Calculation?	1996	David Dickson Howard R. Waters
+ PDF Chat	Some Stable Algorithms in Ruin Theory and Their Applications	1995	David Dickson Alfredo D. Egı́dio dos Reis Howard R. Waters
+	Ruin problems: Simulation or calculation?	1995	David Dickson Howard R. Waters
+	A Review of Panjer's Recursion Formula and its Applications	1995	David Dickson
+ PDF Chat	Some Comments on the Compound Binomial Model	1994	David Dickson
+ PDF Chat	Ruin problems and dual events	1994	David Dickson Alfredo D. Egı́dio dos Reis
+ PDF Chat	Gamma Processes and Finite Time Survival Probabilities	1993	David Dickson Howard R. Waters
+	On the distribution of the claim causing ruin	1993	David Dickson
+ PDF Chat	Recursive Calculation of Survival Probabilities	1991	David Dickson Howard R. Waters
+	Recursive calculation of the probability and severity of ruin	1989	David Dickson
+	Exact solutions for ruin probability in the presence of an absorbing upper barrier	1984	David Dickson Joshua R. Gray
+	Approximations to ruin probability in the presence of an upper absorbing barrier	1984	David Dickson Joshua R. Gray

Common Coauthors

Coauthor	Papers Together
Howard R. Waters	6
Jun Cai	3
Shuanming Li	3
Christian Hipp	3
Konstantin Borovkov	2
Steve Drekic	2
Joshua R. Gray	2
Alfredo D. Egı́dio dos Reis	2
Jingchao Li	1
Ben Zehnwirth	1
Leanna Tedesco	1
Gordon E. Willmot	1
Lianzeng Zhang	1
David A. Stanford	1
Kwok Swan Wong	1
Mary R. Hardy	1
Barry D. Hughes	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	On the Density and Moments of the Time of Ruin with Exponential Claims	2003	Steve Drekic Gordon E. Willmot	10
+ PDF Chat	Recursive Calculation of Survival Probabilities	1991	David Dickson Howard R. Waters	8
+ PDF Chat	The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims	2005	David Dickson Barry D. Hughes Lianzeng Zhang	7
+	Handbook of Mathematical Functions	1966	Donald A. McQuarrie	7
+ PDF Chat	Recursive Evaluation of a Family of Compound Distributions	1981	Harry H. Panjer	7
+	The moments of the time of ruin, the surplus before ruin, and the deficit at ruin	2000	X. Sheldon Lin Gordon E. Willmot	6
+	On the Class of Erlang Mixtures with Risk Theoretic Applications	2007	Gordon E. Willmot Jae‐Kyung Woo	6
+ PDF Chat	Mathematical Fun with the Compound Binomial Process	1988	Hans U. Gerber	4
+	The surpluses immediately before and at ruin, and the amount of the claim causing ruin	1988	François Dufresne Hans U. Gerber	4
+ PDF Chat	On the time to ruin for Erlang(2) risk processes	2001	David Dickson Christian Hipp	4
+	The Time Value of Ruin in a Sparre Andersen Model	2005	Hans U. Gerber Elias S. W. Shiu	4
+	Lundberg Approximations for Compound Distributions with Insurance Applications	2001	Gordon E. Willmot X. Sheldon Lin	3
+ PDF Chat	Some Stable Algorithms in Ruin Theory and Their Applications	1995	David Dickson Alfredo D. Egı́dio dos Reis Howard R. Waters	3
+	Direct Calculation of Ruin Probabilities	1986	Harry H. Panjer	3
+ PDF Chat	Three Methods to Calculate the Probability of Ruin	1989	François Dufresne Hans U. Gerber	3
+	On a Family of Counting Distributions and Recursions for Related Compound Distributions	1992	Klaus J. Schröter	3
+ PDF Chat	On the Stability of Recursive Formulas	1993	Harry H. Panjer Shaoyu Wang	3
+	Computational methods in risk theory: A matrix-algorithmic approach	1992	Søren Asmussen Tomasz Rolski	3
+ PDF Chat	On the Ruin Problem of Collective Risk Theory	1961	N. U. Prabhu	3
+ PDF Chat	On some Extensions of Panjer's Class of Counting Distributions	1992	Bjørn Sundt	3
+ PDF Chat	Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin	2008	David Dickson	3
+	Ruin probabilities for Erlang(2) risk processes	1998	David Dickson Christian Hipp	3
+	Loss Distributions	1984	Robert V. Hogg Stuart A. Klugman	2
+	Handbook of Mathematical Functions.	1966	Juliette Florentin Milton Abramowitz Irene A. Stegun	2
+	Approximations to ruin probability in the presence of an upper absorbing barrier	1984	David Dickson Joshua R. Gray	2
+	On some distributions in time connected with the collective theory of risk	1970	Carl-Otto Segerdahl	2
+ PDF Chat	Gamma Processes and Finite Time Survival Probabilities	1993	David Dickson Howard R. Waters	2
+	How long is the surplus below zero?	1993	Alfredo D. Egı́dio dos Reis	2
+	Ruin probabilities in the compound binomial model	1993	Gordon E. Willmot	2
+	Analysis of a defective renewal equation arising in ruin theory	1999	X. Sheldon Lin Gordon E. Willmot	2
+ PDF Chat	Kendall's identity for the first crossing time revisited	2001	Konstantin Borovkov Zaeem A. Burq	2
+	Ruin Problems for Phase-Type(2) Risk Processes	2000	David Dickson Christian Hipp	2
+	Ruin estimates under interest force	1995	Bjørn Sundt Jozef L. Teugels	2
+	On a Class of Renewal Risk Processes	1998	David Dickson	2
+ PDF Chat	Phase-Type Representations in Random Walk and Queueing Problems	1992	Søren Asmussen	2
+ PDF Chat	Recursions for Convolutions of Arithmetic Distributions	1985	Nelson De Pril	2
+ PDF Chat	A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities	1984	Marc Goovaerts Florian de Vylder	2
+	Lundberg inequalities for renewal equations	2001	Gordon E. Willmot Jun Cai X. Sheldon Lin	2
+	Actuarial Mathematics	1986	Harry H. Panjer	2
+ PDF Chat	A Note on a Limit Theorem for Differentiable Mappings	1985	Konstantin Borovkov	2
+	Table of Integrals, Series, and Products	1980		1
+ PDF Chat	Risk Theory with the Gamma Process	1991	François Dufresne Hans U. Gerber Elias S. W. Shiu	1
+ PDF Chat	The finite-time ruin probability under the compound binomial risk model	2013	Shuanming Li Kristina P. Sendova	1
+	Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model	2011	Lanpeng Ji Chunsheng Zhang	1
+ PDF Chat	On the ruin time distribution for a Sparre Andersen process with exponential claim sizes	2008	Konstantin Borovkov David Dickson	1
+	On the discounted penalty function in a Markov-dependent risk model	2005	Hansjörg Albrecher Onno Boxma	1
+	The theory of stochastic processes	1966	A. Papoulis	1
+ PDF Chat	The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model	2008	Shuanming Li Yi Lu	1
+ PDF Chat	From Aggregate Claims Distribution to Probability of Ruin	1978	Hilary L. Seal	1
+ PDF Chat	Panjer vs Kornya vs De Pril: A Comparison from a Practical Point of View	1987	S. Kuon Anna Reich Lucy Lu Reimers	1