2004

Authors	Publications
Cai, J. and Dickson D.C.M.,	Ruin probabilities with a Markov chain interest model. Insurance: Mathematics & Economics 35, 513 – 525.
Dickson, D.C.M. and Drekic, S.,	The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. Insurance: Mathematics & Economics 34, 97 – 107.
Dickson, D.C.M. and Waters, H.R.,	Some optimal dividends problems. ASTIN Bulletin 34, 49 -74.
Dickson, D.C.M. and Wong, K.S.,	De Vylder approximations to the moments and distribution of the time to ruin. Australian Actuarial Journal 10, 707-724.
Drekic, S., Dickson, D.C.M., Stanford, D.A. and Willmot, G.E.,	On the distribution of the deficit at ruin when claims are phase-type. Scandinavian Actuarial Journal 2004, 105 – 120.
Dufresne, D.,	The log-normal approximation in financial and other computations. Advances in Applied Probability 36, 747 – 773.
Leung, E.,	Projecting the needs and costs of long term care in Australia. Australian Actuarial Journal 10, 343-385.
Li, S. and Garrido, J.,	On ruin for Erlang(n) risk process. Insurance: Mathematics & Economics 34, 391-408.
Li, S. and Garrido, J.,	On a class of renewal risk models with a constant dividend barrier. Insurance: Mathematics & Economics 35, 691-701.
Taylor, G.C.,	Risk and discounted loss reserves. North American Actuarial Journal 8, 1, 37-44.
Taylor, G.C. and McGuire, G.,	Loss reserving with GLMs: a case study. Casualty Actuarial Society 2004 Discussion Paper Program, 327-392.
Willmot, G.E., Dickson, D.C.M., Drekic, S. and Stanford D.A.	The deficit at ruin in the stationary renewal risk. Scandinavian Actuarial Journal 2004, 241 – 255.