15 results
The moments of the time of ruin in Sparre Andersen risk models
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- Journal:
- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
- Published online by Cambridge University Press:
- 25 August 2022, pp. 63-82
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Ruin problems in Markov-modulated risk models
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- Annals of Actuarial Science / Volume 12 / Issue 1 / March 2018
- Published online by Cambridge University Press:
- 30 May 2017, pp. 23-48
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Optimal reinsurance under multiple attribute decision making
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- Annals of Actuarial Science / Volume 10 / Issue 1 / March 2016
- Published online by Cambridge University Press:
- 17 November 2015, pp. 65-86
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Journal rankings: do they matter?
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- Annals of Actuarial Science / Volume 8 / Issue 2 / September 2014
- Published online by Cambridge University Press:
- 14 July 2014, pp. 215-216
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Estimation of Disability Transition Probabilities in Australia I: Preliminary
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- Annals of Actuarial Science / Volume 8 / Issue 1 / March 2014
- Published online by Cambridge University Press:
- 13 December 2013, pp. 131-155
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Risk Modelling in General Insurance, Roger J. Gray, Susan M. Pitts, Cambridge University Press, 2012, 393 pp. (hardback). ISBN: 9780521863940
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- Annals of Actuarial Science / Volume 7 / Issue 2 / September 2013
- Published online by Cambridge University Press:
- 27 September 2012, pp. 345-346
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Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin
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- ASTIN Bulletin: The Journal of the IAA / Volume 38 / Issue 1 / May 2008
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- 17 April 2015, pp. 259-276
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- May 2008
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Optimal Dynamic Reinsurance
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 36 / Issue 2 / November 2006
- Published online by Cambridge University Press:
- 17 April 2015, pp. 415-432
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- November 2006
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The Density of the Time to Ruin in the Classical Poisson Risk Model
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- ASTIN Bulletin: The Journal of the IAA / Volume 35 / Issue 1 / May 2005
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- 17 April 2015, pp. 45-60
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- May 2005
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Some Optimal Dividends Problems
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- ASTIN Bulletin: The Journal of the IAA / Volume 34 / Issue 1 / May 2004
- Published online by Cambridge University Press:
- 17 April 2015, pp. 49-74
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- May 2004
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The Distribution of the time to Ruin in the Classical Risk Model
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- ASTIN Bulletin: The Journal of the IAA / Volume 32 / Issue 2 / November 2002
- Published online by Cambridge University Press:
- 29 August 2014, pp. 299-313
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- November 2002
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Multi-Period Aggregate Loss Distributions for a Life Portfolio
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- ASTIN Bulletin: The Journal of the IAA / Volume 29 / Issue 2 / November 1999
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- 29 August 2014, pp. 295-309
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- November 1999
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Relative Reinsurance Retention Levels
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- ASTIN Bulletin: The Journal of the IAA / Volume 27 / Issue 2 / November 1997
- Published online by Cambridge University Press:
- 29 August 2014, pp. 207-227
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- November 1997
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Some Stable Algorithms in Ruin Theory and Their Applications
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- ASTIN Bulletin: The Journal of the IAA / Volume 25 / Issue 2 / November 1995
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- 29 August 2014, pp. 153-175
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- November 1995
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Some Comments on the Compound Binomial Model
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- ASTIN Bulletin: The Journal of the IAA / Volume 24 / Issue 1 / May 1994
- Published online by Cambridge University Press:
- 29 August 2014, pp. 33-45
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- May 1994
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