Author:
Dickson David C.M.,Hipp Christian
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference9 articles.
1. Dickson, D.C.M., Gray, J.R., 1984. Exact solutions for ruin probability in the presence of an absorbing upper barrier. Scandinavian Actuarial Journal, 174–186.
2. Ruin probabilities for Erlang(2) risk processes;Dickson;Insurance: Mathematics and Economics,1998
3. Dickson, D.C.M., Hipp, C., 2000. Ruin problems for phase-type(2) risk processes. Scandinavian Actuarial Journal, 147–167.
4. Gerber, H.U., 1979. An Introduction to Mathematical Risk Theory. S.S. Huebner Foundation Monograph Series No. 8. Irwin, Homewood, IL.
5. On the discounted penalty at ruin in a jump-diffusion and the perpetual put option;Gerber;Insurance: Mathematics and Economics,1998
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