Prof David Dickson
Honorary (Professor Emeritus)
Department of Economics
133 Scholarly works
1 Projects
HIGHLIGHTS
2023
Journal article
The moments of the time of ruin in Sparre Andersen risk models
DOI: 10.1017/S17484995220001242020
Book
Solutions Manual for Actuarial Mathematics for Life Contingent Risks
2020
Book
Actuarial Mathematics for Life Contingent Risks
DOI: 10.1017/97811087841842019
Book
Actuarial Mathematics for Life Contingent Risks
DOI: 10.1017/97811087841842019
Journal article
An identity based on the generalised negative binomial distribution with applications in ruin theory
DOI: 10.1017/S17484995180002952018
Journal article
Ruin problems in Markov-modulated risk models
DOI: 10.1017/S17484995170001242016
Journal article
A note on some joint distribution functions involving the time of ruin
DOI: 10.1016/j.insmatheco.2015.12.005
RECENT SCHOLARLY WORKS
2016
Journal article
Optimal reinsurance under multiple attribute decision making
DOI: 10.1017/S17484995150001232016
Journal article
Gerber-Shiu analysis of a risk model with capital injections
DOI: 10.1007/s13385-016-0131-12016
Journal article
Analysis of some ruin-related quantities in a Markov-modulated risk model
DOI: 10.1080/15326349.2015.1121399
RECENT PROJECTS
2008
Research Grant
The Pricing and Risk Management of Reverse Mortgages in the Australian Market.