Dickson, David C. M.; Egídio dos Reis, Alfredo D. The effect of interest on negative surplus. (English) Zbl 0894.90045 Insur. Math. Econ. 21, No. 1, 1-16 (1997). MSC: 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{A. D. Egídio dos Reis}, Insur. Math. Econ. 21, No. 1, 1--16 (1997; Zbl 0894.90045) Full Text: DOI
Dickson, David C. M.; Egídio dos Reis, Alfredo D. On the distribution of the duration of negative surplus. (English) Zbl 0864.62069 Scand. Actuarial J. 1996, No. 2, 148-164 (1996). MSC: 62P05 62E15 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{A. D. Egídio dos Reis}, Scand. Actuarial J. 1996, No. 2, 148--164 (1996; Zbl 0864.62069) Full Text: DOI
Dickson, David C. M.; dos Reis, Alfredo Egídio Ruin problems and dual events. (English) Zbl 0803.62091 Insur. Math. Econ. 14, No. 1, 51-60 (1994). MSC: 62P05 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{A. E. dos Reis}, Insur. Math. Econ. 14, No. 1, 51--60 (1994; Zbl 0803.62091) Full Text: DOI