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Dickson, David C. M.

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Author ID: dickson.david-c-m Recent zbMATH articles by "Dickson, David C. M."
Published as: Dickson, D. C. M.; Dickson, David; Dickson, David C. M.; Dikson, David C. M.
External Links: MGP · Wikidata
Documents Indexed: 52 Publications since 1984, including 8 Books

Publications by Year

Citations contained in zbMATH

47 Publications have been cited 973 times in 615 Documents Cited by Year
On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549
Dickson, David C. M.; Hipp, Christian
143
2001
Some optimal dividends problems. Zbl 1097.91040
Dickson, David C. M.; Waters, Howard R.
104
2004
Insurance risk and ruin. Zbl 1060.91078
Dickson, David C. M.
57
2005
On the distribution of the surplus prior to ruin. Zbl 0770.62090
Dickson, David C. M.
54
1992
On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027
Cai, Jun; Dickson, David C. M.
51
2002
Ruin probabilities for Erlang (2) risk processes. Zbl 0907.90097
Dickson, David C. M.; Hipp, Christian
40
1998
On a class of renewal risk processes. With discussion and a reply by the author. Zbl 1081.60549
Dickson, David C. M.
37
1998
The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113
Dickson, David C. M.; Willmot, Gordon E.
32
2005
The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027
Willmot, Gordon E.; Dickson, David C. M.
27
2003
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes. Zbl 1141.91486
Borovkov, Konstantin A.; Dickson, David C. M.
26
2008
On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088
Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E.
26
2004
On the distribution of the duration of negative surplus. Zbl 0864.62069
Dickson, David C. M.; Egídio dos Reis, Alfredo D.
25
1996
Approximations to ruin probability in the presence of an upper absorbing barrier. Zbl 0584.62174
Dickson, D. C. M.; Gray, J. R.
24
1984
Actuarial mathematics for life contingent risks. Zbl 1180.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
22
2009
Actuarial mathematics for life contingent risks. 2nd ed. Zbl 1271.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
19
2013
The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. Zbl 1043.60036
Dickson, David C. M.; Drekic, Steve
19
2004
Reinsurance and ruin. Zbl 0894.62110
Dickson, David C. M.; Waters, Howard R.
19
1996
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028
Cai, Jun; Dickson, David C. M.
18
2003
The effect of interest on negative surplus. Zbl 0894.90045
Dickson, David C. M.; Egídio dos Reis, Alfredo D.
17
1997
Ruin probabilities with a Markov chain interest model. Zbl 1122.91340
Cai, Jun; Dickson, David C. M.
15
2004
On the distribution of the claim causing ruin. Zbl 0783.62083
Dickson, 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 1237.91125
Dickson, David C. M.
14
2012
The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems. Zbl 1168.60363
Li, Shuanming; Dickson, David C. M.
14
2006
The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims. Zbl 1144.91025
Dickson, David C. M.; Hughes, Barry D.; Lianzeng, Zhang
13
2005
Finite time ruin problems for the Erlang\((2)\) risk model. Zbl 1231.91176
Dickson, David C. M.; Li, Shuanming
12
2010
Recursive calculation of the probability and severity of ruin. Zbl 0682.62083
Dickson, David C. M.
12
1989
Some explicit solutions for the joint density of the time of ruin and the deficit at ruin. Zbl 1169.91386
Dickson, David C. M.
11
2008
Ruin problems for phase-type(2) risk processes. Zbl 0971.91036
Dickson, David C. M.; Hipp, Christian
11
2000
Ruin probabilities with compounding assets. Zbl 1028.91555
Dickson, David C. M.; Waters, Howard R.
11
1999
Ruin problems and dual events. Zbl 0803.62091
Dickson, David C. M.; dos Reis, Alfredo Egídio
9
1994
The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115
Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A.
8
2004
The finite time ruin probability in a risk model with capital injections. Zbl 1398.91350
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming
7
2015
Some ruin problems for the MAP risk model. Zbl 1348.91163
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
7
2015
The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. Zbl 1284.91227
Dickson, David C. M.; Li, Shuanming
7
2013
The distribution of the time to ruin in the classical risk model. Zbl 1098.62136
Dickson, David C. M.; Waters, Howard R.
7
2002
Exact solutions for ruin probability in the presence of an absorbing upper barrier. Zbl 0557.62086
Dickson, D. C. M.; Gray, J. R.
7
1984
Erlang risk models and finite time ruin problems. Zbl 1277.91081
Dickson, David C. M.; Li, Shuanming
6
2012
Optimal dynamic reinsurance. Zbl 1162.91408
Dickson, David C. M.; Waters, Howard R.
5
2006
An upper bound for the probability of ultimate ruin. Zbl 0809.62099
Dickson, David C. M.
5
1994
The probability of ultimate ruin with a variable premium loading - a special case. Zbl 0764.62088
Dickson, David C. M.
4
1991
Insurance risk and ruin. 2nd edition. Zbl 1351.91001
Dickson, David C. M.
3
2017
Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209
Dickson, David C. M.; Qazvini, Marjan
3
2016
A note on some joint distribution functions involving the time of ruin. Zbl 1348.91141
Dickson, David C. M.
3
2016
Analysis of some ruin-related quantities in a Markov-modulated risk model. Zbl 1344.60075
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
1
2016
Insurance risk and ruin. Reprint of the 2005 hardback ed. Zbl 1202.91002
Dickson, David C. M.
1
2010
Optimal dividends under reinsurance. Zbl 1333.91018
Beveridge, C. J.; Dickson, D. C. M.; Wu, X.
1
2008
Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033
Sundt, Bjørn; Dickson, David C. M.
1
2000
Insurance risk and ruin. 2nd edition. Zbl 1351.91001
Dickson, David C. M.
3
2017
Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209
Dickson, David C. M.; Qazvini, Marjan
3
2016
A note on some joint distribution functions involving the time of ruin. Zbl 1348.91141
Dickson, David C. M.
3
2016
Analysis of some ruin-related quantities in a Markov-modulated risk model. Zbl 1344.60075
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
1
2016
The finite time ruin probability in a risk model with capital injections. Zbl 1398.91350
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming
7
2015
Some ruin problems for the MAP risk model. Zbl 1348.91163
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
7
2015
Actuarial mathematics for life contingent risks. 2nd ed. Zbl 1271.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
19
2013
The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. Zbl 1284.91227
Dickson, David C. M.; Li, Shuanming
7
2013
The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model. Zbl 1237.91125
Dickson, David C. M.
14
2012
Erlang risk models and finite time ruin problems. Zbl 1277.91081
Dickson, David C. M.; Li, Shuanming
6
2012
Finite time ruin problems for the Erlang\((2)\) risk model. Zbl 1231.91176
Dickson, David C. M.; Li, Shuanming
12
2010
Insurance risk and ruin. Reprint of the 2005 hardback ed. Zbl 1202.91002
Dickson, David C. M.
1
2010
Actuarial mathematics for life contingent risks. Zbl 1180.91001
Dickson, David C. M.; Hardy, Mary R.; Waters, Howard R.
22
2009
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes. Zbl 1141.91486
Borovkov, Konstantin A.; Dickson, David C. M.
26
2008
Some explicit solutions for the joint density of the time of ruin and the deficit at ruin. Zbl 1169.91386
Dickson, David C. M.
11
2008
Optimal dividends under reinsurance. Zbl 1333.91018
Beveridge, 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 1168.60363
Li, Shuanming; Dickson, David C. M.
14
2006
Optimal dynamic reinsurance. Zbl 1162.91408
Dickson, David C. M.; Waters, Howard R.
5
2006
Insurance risk and ruin. Zbl 1060.91078
Dickson, David C. M.
57
2005
The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113
Dickson, David C. M.; Willmot, Gordon E.
32
2005
The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims. Zbl 1144.91025
Dickson, David C. M.; Hughes, Barry D.; Lianzeng, Zhang
13
2005
Some optimal dividends problems. Zbl 1097.91040
Dickson, David C. M.; Waters, Howard R.
104
2004
On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088
Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E.
26
2004
The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. Zbl 1043.60036
Dickson, David C. M.; Drekic, Steve
19
2004
Ruin probabilities with a Markov chain interest model. Zbl 1122.91340
Cai, Jun; Dickson, David C. M.
15
2004
The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115
Willmont, 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 1072.91027
Willmot, Gordon E.; Dickson, David C. M.
27
2003
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. Zbl 1074.91028
Cai, Jun; Dickson, David C. M.
18
2003
On the expected discounted penalty function at ruin of a surplus process with interest. Zbl 1074.91027
Cai, Jun; Dickson, David C. M.
51
2002
The distribution of the time to ruin in the classical risk model. Zbl 1098.62136
Dickson, David C. M.; Waters, Howard R.
7
2002
On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549
Dickson, David C. M.; Hipp, Christian
143
2001
Ruin problems for phase-type(2) risk processes. Zbl 0971.91036
Dickson, David C. M.; Hipp, Christian
11
2000
Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033
Sundt, Bjørn; Dickson, David C. M.
1
2000
Ruin probabilities with compounding assets. Zbl 1028.91555
Dickson, David C. M.; Waters, Howard R.
11
1999
Ruin probabilities for Erlang (2) risk processes. Zbl 0907.90097
Dickson, David C. M.; Hipp, Christian
40
1998
On a class of renewal risk processes. With discussion and a reply by the author. Zbl 1081.60549
Dickson, David C. M.
37
1998
The effect of interest on negative surplus. Zbl 0894.90045
Dickson, David C. M.; Egídio dos Reis, Alfredo D.
17
1997
On the distribution of the duration of negative surplus. Zbl 0864.62069
Dickson, David C. M.; Egídio dos Reis, Alfredo D.
25
1996
Reinsurance and ruin. Zbl 0894.62110
Dickson, David C. M.; Waters, Howard R.
19
1996
Ruin problems and dual events. Zbl 0803.62091
Dickson, David C. M.; dos Reis, Alfredo Egídio
9
1994
An upper bound for the probability of ultimate ruin. Zbl 0809.62099
Dickson, David C. M.
5
1994
On the distribution of the claim causing ruin. Zbl 0783.62083
Dickson, David C. M.
15
1993
On the distribution of the surplus prior to ruin. Zbl 0770.62090
Dickson, David C. M.
54
1992
The probability of ultimate ruin with a variable premium loading - a special case. Zbl 0764.62088
Dickson, David C. M.
4
1991
Recursive calculation of the probability and severity of ruin. Zbl 0682.62083
Dickson, David C. M.
12
1989
Approximations to ruin probability in the presence of an upper absorbing barrier. Zbl 0584.62174
Dickson, D. C. M.; Gray, J. R.
24
1984
Exact solutions for ruin probability in the presence of an absorbing upper barrier. Zbl 0557.62086
Dickson, D. C. M.; Gray, J. R.
7
1984
all top 5

Cited by 604 Authors

32 Li, Shuanming
31 Dickson, David C. M.
29 Willmot, Gordon E.
25 Zhang, Zhimin
24 Cheung, Eric C. K.
23 Yang, Hailiang
19 Landriault, David
19 Wu, Rong
18 Yang, Hu
14 Egídio dos Reis, Alfredo D.
13 Drekic, Steve
12 Lu, Yi
11 Cai, Jun
11 Politis, Konstadinos
10 Albrecher, Hansjörg
10 Gerber, Hans U.
10 Hu, Yijun
10 Woo, Jae-Kyung
10 Yin, Chuancun
10 Zhang, Chunsheng
9 Badescu, Andrei L.
9 Guo, Junyi
9 Marceau, Étienne
9 Psarrakos, Georgios
9 Sendova, Kristina P.
9 Shiu, Elias S. W.
8 Cossette, Hélène
8 Feng, Runhuan
8 Frostig, Esther
8 Garrido, José Luis
8 Stanford, David A.
8 Yang, Xiangqun
7 Jiang, Wuyuan
7 Lefèvre, Claude
7 Schmidli, Hanspeter
7 Wang, Guojing
7 Xie, Jiehua
7 Yuen, Kam Chuen
7 Zou, Wei
6 Lin, X. Sheldon
6 Palmowski, Zbigniew
6 Šiaulys, Jonas
6 Tan, Jiyang
6 Wang, Rongming
6 Zhou, Xiaowen
5 Avram, Florin
5 Cardoso, Rui M. R.
5 Chadjiconstantinidis, Stathis
5 Dhaene, Jan
5 Dong, Hua
5 Liang, Zhibin
5 Liu, Zaiming
5 Loisel, Stéphane
5 Ren, Jiandong
5 Shi, Tianxiang
5 Wu, Xueyuan
4 Bao, Zhenhua
4 Claramunt, M. Mercè
4 Gao, Jianwei
4 Goffard, Pierre-Olivier
4 Hipp, Christian
4 Jin, Zhuo
4 Ko, Bangwon
4 Papaioannou, Apostolos D.
4 Pitts, Susan M.
4 Song, Min
4 Tang, Qihe
4 Trufin, Julien
4 Wang, Dehui
4 Wang, Wenyuan
4 Waters, Howard R.
4 Yang, Zhaojun
4 Zhou, Ming
3 Antonio, Katrien
3 Breuer, Lothar
3 Bulinskaya, Ekaterina Vadimova
3 Castañer, Anna
3 Cheng, Jianhua
3 Chiu, Sung Nok
3 Constantinescu, Corina D.
3 Czarna, Irmina
3 Deng, Yingchun
3 Denuit, Michel M.
3 Hao, Yuan-Yuan
3 Hardy, Mary R.
3 He, Jingmin
3 Huang, Yujuan
3 Ivanovs, Jevgeņijs
3 Jin, Can
3 Kaishev, Vladimir K.
3 Kim, Soyeun
3 Kolkovska, Ekaterina T.
3 Kyprianou, Andreas E.
3 Latouche, Guy
3 Lee, Eui Yong
3 Lee, Wing Yan
3 Léveillé, Ghislain
3 Li, Yanhong
3 Liu, Guoxin
3 Luo, Shangzhen
...and 504 more Authors
all top 5

Cited in 88 Serials

178 Insurance Mathematics & Economics
65 Scandinavian Actuarial Journal
28 Journal of Computational and Applied Mathematics
26 ASTIN Bulletin
25 Statistics & Probability Letters
22 North American Actuarial Journal
21 Methodology and Computing in Applied Probability
19 Applied Mathematics and Computation
14 Journal of Applied Probability
14 Acta Mathematicae Applicatae Sinica. English Series
12 Stochastic Models
12 European Actuarial Journal
11 Communications in Statistics. Theory and Methods
9 Advances in Applied Probability
7 Frontiers of Mathematics in China
6 Stochastic Processes and their Applications
6 Applied Mathematics. Series B (English Edition)
6 Applied Stochastic Models in Business and Industry
6 Journal of the Korean Statistical Society
5 Acta Mathematica Sinica. English Series
4 Lithuanian Mathematical Journal
4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
4 Stochastic Analysis and Applications
4 Probability in the Engineering and Informational Sciences
4 Journal of Systems Science and Complexity
3 Moscow University Mathematics Bulletin
3 Queueing Systems
3 The Annals of Applied Probability
3 European Journal of Operational Research
3 Computational Statistics and Data Analysis
3 Cybernetics and Systems Analysis
3 Theory of Probability and Mathematical Statistics
3 Mathematical Problems in Engineering
3 Mathematical Methods of Operations Research
3 Wuhan University Journal of Natural Sciences (WUJNS)
3 Journal of Applied Mathematics and Computing
3 Journal of Industrial and Management Optimization
2 Journal of Mathematical Analysis and Applications
2 Automatica
2 Scandinavian Actuarial Journal
2 Probability and Mathematical Statistics
2 Applied Mathematical Modelling
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 Stochastics
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 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 Annals of the Institute of Statistical Mathematics
1 Journal of Multivariate Analysis
1 Applied Mathematics and Mechanics. (English Edition)
1 Journal of Theoretical Probability
1 Annals of Operations Research
1 Computational Statistics
1 Communications in Statistics. Simulation and Computation
1 Indagationes Mathematicae. New Series
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 Discrete Dynamics in Nature and Society
1 International Journal of Theoretical and Applied Finance
1 Computational Management Science
1 Advances in Difference Equations
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 Science China. Mathematics
1 Symmetry
1 Sankhyā. Series B
1 Statistics & Risk Modeling
1 Arabian Journal of Mathematics
1 Stochastic Systems
1 Dependence Modeling
1 Cogent Mathematics

Citations by Year

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