2003

Authors	Publications
Cai, J. and Dickson, D.C.M.,	Upper bounds for ruin probabilities in the Sparre Andersen model with interest. Insurance: Mathematics & Economics 32, 61-71.
Fitzherbert, R.M.,	The identification and measurement of speculative risk. Australian Actuarial Journal 9, 445-476.
Sato, M., Dickson, D.C.M. and Fitzherbert, R.M.,	Initial capital and margins required to secure a Japanese life insurance portfolio under variable interest rates. Australian Actuarial Journal 9, 251-289.
Taylor, G.C.,	Chain ladder bias. ASTIN Bulletin 33, 313-330.
Willmot, G.E. and Dickson, D.C.M.,	The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Insurance: Mathematics & Economics 32, 403- 411.