2005

Authors	Publications
Dickson D.C.M., Hughes B.D and Lianzeng, Z.	The Density of the Time to Ruin for a Sparre Andersen Process with Erlang Arrivals and Exponential Claims. Scandinavian Actuarial Journal. 2005, 5.
Dickson D.C.M. and Wilmott G.E.	The Density of the Time to Ruin in the Classical Poisson Risk Model. ASTIN Bulletin. 35, 1.
Fitzherbert R.M.	What Causes the Equity Premium? Journal of the Securities Institute of Australia. 2005, 3.
Joshi M.S.	Applying Importance Sampling to Pricing Single Tranches of CDOs in a One-Factor Li Model. Wilmott Magazine. 2005, March.
Li S.	Discussion of the Time Value of Ruin in a Sparre Andersen Model. North American Actuarial Journal. 9, 2.
Li S.	On a Class of Discrete Renewal Risk Models. Scandinavian Actuarial Journal. 2005, 4.
Li S.	Distributions of the Surplus Before Ruin, the Deficit at Ruin and the Claim Causing Ruin in a Class of Discrete Time Risk Model. Scandinavian Actuarial Journal. 2005, 4.
Li S. and Garrido J.	On the Gerber-Shiu functions in a Sparre Andersen Risk Model Perturbed by Diffusion. Scandinavian Actuarial Journal. 2005, 3.
Li S. and Garrido J.	On a General Class of Risk Processes: Analysis of the Gerber-Shiu Function. Advances in Applied Probability. 37, 3.
Li S. and Garrido J.	Ruin Probabilities for Two Classes of Risk Processes. ASTIN Bulletin. 35, 1.
Li S. and Lu Y.	On the Expected Discounted Penalty Functions for Two Classes of Risk Processes. Insurance: Mathematics & Economics. 36, 2.
Lu Y. and Li S.	On the Probability of Ruin in a Markov-Modulated Risk Model. Insurance: Mathematics & Economics. 37, 3.
Pitt D., O'Neill T. and Puza B.	The Monty Hall Three Doors Problem. Teaching Statistics. 27, 1.
Rebonato R., Mahal S., Joshi M.S. and Bucholz L.	Evolving Yield Curves in the Real-World Measures: A Semi-Parametric Approach. Journal of Risk. 7, 4.