2008
| Authors | Publication |
|---|---|
| Beveridge C., Dickson D & Wu W. | Optimal dividends under reinsurance. Bulletin of the Swizz Association of Actuaries. (2): 149-166. |
| Beveridge C. & Joshi M. | Juggling Snowballs. Risk. 21 (12): 100-104. |
| Borokov K & Dickson D. | On the ruin time distribution for a Sparre Anderson process with exponential claim sizes. Insurance: Mathematics & Economics. 42 (3): 1104-1108. |
| Cheung E., Dickson D. & Drekic S. | Moments of discounted dividends for a threshold strategy in the compound Poisson risk model. North American Actuarial Journal. 12 (3): 299-318. |
| Dickson D. | Some explicit solutions for the joint density of the time of ruin and the deficit at ruin. ASTIN Bulletin. 38 (1): 259-276. |
| Fries C. & Joshi M. | Partial proxy simulation schemes for generic and robust Monte Carlo greeks. The Journal of Computational Finance. 11 (3): 79-106. |
| Joshi M. & Stacey A. | New and robust drift approximations for the LIBOR market model. Quantitative Finance. 8 (4): 427-434 |
| Li S. | A note on the maximum severity of ruin in Erlang(n) risk process. Bulletin of the Swizz Association of Actuaries. (2): 167-180 |
| Li S. | The moments of the present value of total dividends under stochastic interest rates. Australian Actuarial Journal. 14 (2): 175-192 |
| Li S. | The time of recovery and the maximum severity of ruin in a Sparre Anderson model. North American Actuarial Journal. 12 (4): 413-425. |
| Li S. & Lu Y. | The decompositions of the discounted penalty function and dividends-penalty identity in a Markov-modulated risk model. ASTIN Bulletin. 38 (1): 53-71. |
| Taylor G. | Second order Bayesian revision of a generalised linear model. Scandinavian Actuarial Journal. 108, 202-242. |
| Taylor G. | A simple model of insurance market dynamics. North American Actuarial Journal. 12(3), 242-262 |