Subject area for
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Authored Books Other
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Conference Papers Refereed
- A reliability model for assessing the failure of glazing windows subject to external explosions using artificial neural network
- An interaction risk model with delayed claims
- Ruin probabilities for a correlated claims model
- Stepping past the gap between risk analysis software and the requirements of International Construction projects
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Conference Papers Unrefereed
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Contract
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Journal Articles Refereed
- A Note on the Maximum Severity of Ruin in Erlang(n) Risk Procss
- A note on the maximum severity of ruin and related problems
- Alternative measures to value at risk
- Comparison of methods for evaluation of the convolution of two compound R1 distributions
- Discussion of Moments of the surplus before and the deficit at ruin
- Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
- Large Deviation Probabilities for Generalized Renewal Processes with Regularly Varying Jump Distributions
- Moments of discounted dividends for a threshold strategy in the compound Poisson risk model
- Moments of the dividend payments and related problems in a Markov-modulated risk model
- On a class of discrete time renewal risk models
- On a class of renewal risk models with a constant dividend barrier
- On a correlated aggregate claims model with Poisson and Erlang risk processes
- On a discrete-time risk model with interaction between classes of business
- On a general class of renewal risk process: analysis of the Gerber-Shiu function
- On level crossings for a general class of piecewise-deterministic Markov processes
- On ruin for Erlang(n) risk process
- On the discounted penalty function in a discrete time renewal risk model with general interclaim times
- On the distribution of the deficit at ruin when claims are phase-type
- On the distribution of the deficit at ruin when claims are phase-type
- On the expected discounted penalty function at ruin of a surplus process with interest
- On the expected discounted penalty functions for two classes of risk processes
- On the first time of ruin in the bivariate compound Poisson model
- On the probability of ruin in a Markov-modulated risk model
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
- On the time to ruin for Erlang(2) risk processes
- Optimal dividends under a ruin probability constraint
- Optimal dividends under reinsurance
- Optimal dynamic reinsurance
- Quantitative microbial risk assessment: uncertainty and measures of central tendency for skewed distributions
- Random step functions model for interest rates
- Risk analysis of private power projects in Vietnam
- Risk-based approaches to managing contaminants in catchments
- Ruin probabilities for two classes of risk processes
- Ruin probabilities with a Markov chain interest model
- Some explicit solutions for the joint density of the time of ruin and the deficit at ruin
- Some finite time ruin problems
- Some optimal dividends problems
- The Decompositions of the Discounted Penalty Function and Dividends-Penalty Indentity in a Markov-Modulated Risk Model
- The Gerber-Shiu discounted penalty function in the stationary renewal risk model
- The Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion
- The Moments of the Present Value of Total Dividends under Stochastic Interest Rates
- The Time of Recovery and the Maximum Severity of Ruin in a Sparre
- The deficit at ruin in the stationary renewal risk model
- The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
- The density of the time to ruin in the classical Poisson risk model
- The distribution of the dividend payments in the compound Poisson risk model perturbed by diffusion
- The distribution of the time to ruin in the classical risk model
- The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models
- The maximum surplus before ruin in an Erlang(n) risk process and related problems
- Uncertainty analysis and risk assessment in the management of environmental resources
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest
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Major Reference Works
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Major Reports And Working Papers
- A general class of risk models
- A note on the maximum severity of ruin and related problems
- On the distribution of the deficit at ruin when claims are phase-type.
- On the expected discounted penalty function at ruin of a surplus process with interest.
- Ruin probabilities with a Markov chain interest model
- The Gerber-Shiu discounted penalty function in the stationary renewal risk model
- The deficit at ruin in the stationary renewal risk model
- The distribution of time to ruin in the classical risk model
- Upper bounds for ultimate ruin probabilities in a Sparre Anderson model with interest
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Minor Reports And Working Papers
- De Vylder approximations to the moments and distribution of the time to ruin
- Finite time ruin problems for the Erlang(2) risk model
- Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model
- On a discrete-time Sparre Anderson model with phase-type claims
- On a discrete time risk model with delayed claims and a constant dividend barrier
- On the Discounted Penalty Function in a Discrete Time Renewal Risk Model with General Interclaim Times
- On the Maximum Severity of Ruin in the Compound Poisson Model with a Threshold Dividend Strategy
- Optimal dividends under a ruin probability constraint
- Optimal dividends under reinsurance
- Optimal dynamic reinsurance
- Some explicit solutions for the joint density of the time of ruin and the deficit at ruin
- Some finite time ruin problems
- Some optimal dividend problems in a Markov-modulated risk model
- Some optimal dividends problems
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-modulated Risk Model
- The Distribution of Total Dividend Payments in a Sparre Andersen Model
- The Markovian Regime-Switching Risk Model with a Threshold Dividend Strategy
- The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
- The density of the time to ruin in the classical Poisson risk model
- The diffusion perturbed compound Poisson risk model with a dividend barrier
- The distribution of the dividend payments in the compound Poisson risk model perturbed by diffusion
- The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models
- The maximum surplus before ruin in an Erlang(n) risk process and related problems
- The moments of the present value of total dividends under stochastic interest rates
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Other Refereed Contribution To Refereed Journals
- Discussion of "The Time of Recovery and the Maximum Severity or Ruin in a Sparre Andersen Model"
- Discussion of 'On the class of Erlang mixtures with risk theoretic applications'
- Discussion of the 'Discounted Joint Distribution of the Surplus before Ruin and the Deficit at Ruin in a Sparre Andersen Model'
- Discussion of the `On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals'
- Discussion of the time value of ruin in a Sparre Andersen model
- Modern landmarks in actuarial science
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Research Book Chapters
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Translated Books