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Authored Books Other

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

Conference Papers Unrefereed

Contract

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 Markovmodulated 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 discretetime risk model with interaction between classes of business
 On a general class of renewal risk process: analysis of the GerberShiu function
 On level crossings for a general class of piecewisedeterministic 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 phasetype
 On the distribution of the deficit at ruin when claims are phasetype
 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 Markovmodulated 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
 Riskbased 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 DividendsPenalty Indentity in a MarkovModulated Risk Model
 The GerberShiu discounted penalty function in the stationary renewal risk model
 The GerberShiu 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

Major Reference Works

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 phasetype.
 On the expected discounted penalty function at ruin of a surplus process with interest.
 Ruin probabilities with a Markov chain interest model
 The GerberShiu 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

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 discretetime Sparre Anderson model with phasetype 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 Markovmodulated risk model
 Some optimal dividends problems
 The Decompositions of the Discounted Penalty Functions and DividendsPenalty Identity in a Markovmodulated Risk Model
 The Distribution of Total Dividend Payments in a Sparre Andersen Model
 The Markovian RegimeSwitching 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

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

Research Book Chapters

Translated Books