Working Papers

2018

Authors Title of Paper Date Paper ISBN
David Dickson An identity based on the generalised negative binomial distribution with applications in Ruin Theory Jan 2018 2035 978 0 7340 5420 3
Jules Gribble & Lesley Traverso Actuary Reinvented – Strategic context for Actuarial Education Jan 2018 2034 978 0 7340 5419 7

2016

Authors Title of Paper Date Paper ISBN
Kevin Fergusson Preliminary Work on the Prediction of Extreme Rainfall Events and Flood Events in Australia Nov 2016 2028 978 0 7340 5359 6

2014

Authors Title of Paper Date Paper ISBN
Daniel Dufresne, Felisa V´azquez-Abad & Stephen Chin CHANGE OF MEASURE FOR THE SQUARE-ROOT PROCESS Dec 2014 2009 978 0 7340 5137 0
DANIEL DUFRESNE & HAN-BO LI PRICING ASIAN OPTIONS: CONVERGENCE OF GRAM-CHARLIER SERIES Nov 2014 2008 978 0 7340 5136 3
Enrique Calderin-Ojeda and Chun Fung Kwok Modeling Large Claims with Composite Stoppa Models Sep 2014 242
Shuanming Li, Yi Lu On the time and the number of claims when the surplus drops below a certain level Aug 2014 241
Xueyuan Wu, Mi Chen and Junyi Guo On a discrete-time two level NCD risk model Jun 2014 240 N/A
Jingchao Li, David C M Dickson, Shuanming Li Finite time ruin problems for the Markov-modulated risk model Jun 2014 239 N/A
Jingchao Li, David C M Dickson, Shuanming Li A note on the distribution of the aggregate claim amount at ruin May 2014 238
Mark Joshi Analyzing the bias in the primal-dual upper bound method for early exercisable derivatives: Bounds, estimation and removal Mar 2014 237 N/A
Mark Joshi Kooderive: Multi-core Graphics cards The Libor Market Model Least Squares Monte carlo and the Pricing of Cancellable Swaps Feb 2014 236 N/A

2013

2012

Authors Title of Paper Date Paper ISBN
Shuanming Lia and Yi Lu On the generalized Gerber-Shiu function for surplus processes with interest Dec 2012 232
Evan A. Hariyanto, David C.M. Dickson & David G.W. Pitt Estimation of Disability Transition Probabilities in Australia II: Implementation Dec 2012 231
Evan A. Hariyanto, David C.M. Dickson and David G.W. Pitt Estimation of Disability Transition Probabilities in Australia I: Preliminary Dec 2012 230
Ciyu Nie, David C M Dickson & Shuanming Li The ¿finite time ruin probability in a risk model with capital injections Oct 2012 229
Qing Liu, David Pitt, Yan Wang & Xueyuan Wu Survival Analysis of Left Truncated Income Protection Insurance Data Jul 2012 228
Jean-Pierre Chateau & Daniel Dufresne Gram-Charlier processes and equity-indexed annuitie Jun 2012 227
David C.M. Dickson & Shuanming Li The distributions of some quantities for Erlang(2) risk models May 2012 226
Emilio Gomez-Deniz & Enrique Calderin-Ojeda Unconditional Distributions Obtained from Conditional Specification Models with Applications in Risk Theory Mar 2012 225
Daniel Dufresne & Felisa J. Vazquez-Abad Cobweb Theorems with production lags and price forecasting Feb 2012 224

2011

2010

Authors Title of Paper Date Paper ISBN
Chris J. Beveridge, Mark S. Joshi & Will M. Wright Efficient pricing and Greeks in the cross-currency LIBOR market model Oct 2010 215
Nick Denson and Mark Joshi Fast Greeks for Markov-Functional Models using Adjoint PDE Methods May 2010 214
Mark Joshi & Chao Yang Fast Gamma Computations for CDO Tranches Oct 2010 213
Ting Che and Mark Joshi Truncation and Accerleration of the Tian Tree for the Pricing American Put Options May 2010 212
Jiun Hong Chan and Mark Joshi First and Second Order Greeks in the Heston Model Dec 2010 211
Jiun Hong Chan and Mark Joshi Fast and Accurate Long Stepping Simulation of the Heston Stochastic Volatility Model Jun 2010 210
Jiun Hong Chan & Mark Joshi Fast Monte-Carlo Greeks for Financial Products with Discontinuous Pay-Offs Oct 2010 209
Mark Joshi & Kang Kwon Monte Carlo Market Greeks in the Displaced Diffusion Libor Market Model Nov 2010 208
Christopher Beveridge and Mark Joshi Monte Carlo Bounds for Game Options Including Convertible Bonds May 2010 207
Ciyu Nie, David C M Dickson & Shuanming Li Minmising the ruin probability through capital injections May 2010 206
Kok Keng Siaw and Xueyuan Wu Matrix-form Recursive Evaluation of the Aggregate Claims Distribution Revisited May 2010 205
Xueyuan Wu Ruin probabilities for a risk model with two classes of risk processes Apr 2010 204
Wang Chun Wei Modelling and Replicating Hedge Fund Returns Mar 2010 203
David C M Dickson & Shuanming Li Erlang risk models and finite time ruin problems Apr 2010 202

2009

Authors Title of Paper Date Paper ISBN
Nick Denson & Mark Joshi Vega Control May 2009 201
Christopher Beveridge & Mark Joshi Practical Policy Iteration: Generic Methods for Obtaining Rapid and Tight Nov 2009 200
Jiun Hong Chan & Mark Joshi Minimal Partial Proxy Simulation Schemes for Generic and Robust Monte-Carlo Greeks May 2009 199
Jiun Hong Chan & Mark Joshi Fast Monte-Carlo Greeks for Financial Products with Discontinuous Pay-offs Nov 2009 198
Mark Joshi & Robert Tang Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier Oct 2009 197
Mark Joshi Graphical Asian Options Oct 2009 196
Christopher Beveridge & Mark Joshi Interpolation schemes in the displaced-diffusion libor market Sep 2009 195
Paul Yip, David Pitt, Yan Wang, Tina Xu & Xueyuan Wu Assessing the Impact of Suicide Exclusion Periods on Life Insurance Sep 2009 194
Jisheng Cui, David Pitt & Guoqi Qian Model Selection and Claim Frequency for Workers’ Compensation Insurance May 2009 193
Mark Joshi & Chao Yang Fast delta computations in the swap market model Dec 2009 192
Mark Joshi & Chao Yang Efficient Greek estimation in generic market models Sep 2009 191
Mark Joshi & Chao Yang Fast and accurate pricing and hedging of long-dated CMS spread options Dec 2009 190
Mark Joshi & David Pitt Fast Sensitivity Computations for Monte Carlo Valuation of Pension Funds Dec 2009 189
Zhimin Zhang, Hu Yang & Shuanming Li The perturbed compound Poisson risk model with two-sided jumps May 2009 188
Jiandong Ren & Shuanming Li The analysis of perturbed risk processes with Markovian arrivals May 2009 187
Xueyuan Wu & Shuanming Li Matrix-form Recursions for a family of compound distributions May 2009 186
Daniel Dufresne Stochastic volatility and option pricing Nov 2009 185
Richard Fitzherbert A Review of the Methodology of Forecasting Long-term Equity Returns Sep 2009 184
Greg Taylor Chain Ladder Forecast Efficiency Aug 2009 183
Stephen Chin & Daniel Dufresne A general formula for option prices in a stochastic volatility model Jul 2009 182
Daniel Dufresne G distributions and the beta-gamma algebra Jun 2009 181
Greg Taylor A Hierarchical Kalman Filter Mar 2009 180

2008

Authors Title of Paper Date Paper ISBN
Yi Lu & Shuanming Li The Markovian Regime-Switching Risk Model with a Threshold Dividend Strategy Dec 2008 179
Shuanming Li and Yi Lu On the Maximum Severity of Ruin in the Compound Poisson Model with a Threshold Dividend Strategy Oct 2008 178
Shuanming Li and Yi Lu The Distribution of Total Dividend Payments in a Sparre Andersen Model Jul 2008 177
Shuanming Li The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model Jul 2008 176
Juin Hong Chan, Mark S. Joshi, Robert Tang & Chao Yang Trinomial or Binomial: Accelerating American Put Option Price on Trees Oct 2008 175
Christopher Beveridge & Mark S. Joshi Juggling Snowballs Jun 2008 174
Christian P. Fries & Mark S. Joshi Conditional Analytic Monte-Carlo Pricing Schemes of Auto-Callable Products Apr 2008 173
Ferdinando M. Ametrano & Mark S. Joshi Smooth Simultaneous Calibration of the LMM to Caplets and Coterminal Swaptions Jun 2008 172
Christopher Beveridge, Nicholas Denson & Mark S. Joshi Comparing Discretisations of the Libor Market Model in the Spot Measure Oct 2008 171
Mark S. Joshi The Convergence of Binomial Trees for Pricing the American Put Apr 2008 170
Xueyuan Wu & Shuanming Li On a discrete-time Sparre Anderson model with phase-type claims Apr 2008 169
David C M Dickson & Shuanming Li Finite time ruin problems for the Erlang(2) risk model Apr 2008 168
Greg Taylor A Simple Model Of Insurance Market Dynamics Mar 2008 167

2007

Authors Title of Paper Date Paper ISBN
Suparatana Tanthanongsakkun, David Pitt & Sirimon Treepongkaruna A Comparison of Corporate Bankruptcy Models in Australia: the Merton vs Accounting-based Models Oct 2007 166
Greg Taylor and Grainne McGuire Adaptive Reserving using Bayesian Revision for the Exponential Dispersion Family Dec 2007 165
Daniel Dufresne Beta Products with Complex Parameters Nov 2007 164
Xueyuan Wu & Shuanming Li On the Discounted Penalty Function in a Discrete Time Renewal Risk Model with General Interclaim Times Oct 2007 163
Shuanming Li and Yi Lu The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-modulated Risk Model Sep 2007 162
Christian P. Fries and Mark S. Joshi Partial Proxy Simulation Schemes for Generic and Robust Monte-Carlo Greeks Sep 2006 161
Mark S. Joshi Achieving Higher Order Convergence for the Prices of European Options in Binomial Trees Oct 2007 160
Mark S. Joshi Achieving Smooth Asymptotics for the Prices of European Options in Binomial Trees Jul 2007 159
Konstantin A Borovkov and David C. M. Dickson On the ruin time distribution for a Sparre Andersen process with exponential claim sizes May 2007 158
Eric C.K. Cheung, David C. M. Dickson, and Steve Drekic Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model May 2007 157
Greg Taylor Chain Ladder For Tweedie Distributed Claims Data Nov 2007 156
Ashley Evans A Directional Multiplicative Intensity for Credit Migrations Aug 2007 155
Christopher J Beveridge, David C M Dickson & Xueyuan Wu Optimal Dividends Under Reinsurance May 2007 154
David C M Dickson Some finite time ruin problems May 2007 153
Shuanming Li The Moments of the Present Value of Total Dividends under Stochastic Interest Rates May 2007 152
Greg Taylor, Gráinne McGuire and James Sullivan Individual Claim Loss Reserving Conditioned by Case Estimates Dec 2006 151
David C M Dickson Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin Apr 2007 150
Greg Taylor Credibility, Hypothesis Testing and Regression Software Feb 2007 149
Ashley Evans Using a Multiplicative Intensity Process to Forecast Firm Failure Aug 2007 148

2006

Authors Title of Paper Date Paper ISBN
Jackie Li Application of Bayesian Models with Markov Chain Monte Carlo Simulation to Real Claims Data May 2006 147
Jackie Li Modelling Dependency between Different Lines of Business with Copulas May 2006 146
Xueyuan Wu & Shuanming Li On a discrete time risk model with delayed claims and a constant divident barrier May 2006 145
Mark S. Joshi Monte Carlo Bounds for Callable Products with Non-Analytic Break Costs May 2006 144
Mark S. Joshi A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options. May 2006 143
Mark S. Joshi and Lorenzo Liesch. Effective Implementation of Generic Market Models May 2006 142
Mark S. Joshi and Terence Leung Using Monte Carlo Simulation and Importance Sampling to Rapidly obtain Jump-Diffusion Prices of Continuous Barrier Options May 2006 141
Mark S. Joshi and Alan M. Stacey New and Robust Drift Approximations for the Libor Market Model May 2006 140
Mark S. Joshi and Alan M. Stacey Intensity Gamma: A New Approach to Pricing Portfolio Credit Derivatives May 2006 139
Mark S. Joshi Achieving Decorrelation and Speed Simultaneously in the Libor Market Model Apr 2006 138
Mark S. Joshi Option Pricing and the Dirichlet Problem May 2006 137
Greg Taylor APRA General Insurance Risk Margins Feb 2006 136
David Pitt Regression Quantile Analysis of Claim Termination Rates for Income Protection Insurance Feb 2006 135
Shuanming Li & Biao Wu The Diffusion Perturbed Compound Poisson Risk Model with a Dividend Barrier. Feb 2006 134
Greg Taylor and Peter Mulquiney Modelling Mortgage Insurance As A Multi-State Process Feb 2006 133
David Pitt Modeling the Claim Duration of Income Protection Insurance Policyholders Using Parametric Mixture Models Jan 2006 132
Jackie Li Comparison of Stochastic Reserving Methods Jan 2006 131
Shuanming Li and Yi Lu Some Optimal Dividend Problems in a Markov-modulated Risk Model. Jan 2006 130
David C M Dickson & Howard R Waters Optimal dynamic reinsurance Jan 2006 129

2005

2004

Authors Title of Paper Date Paper ISBN
Daniel Dufresne Stochastic Life Annuities Jun 2006 118 Revised
Daniel Dufresne Stochastic Life Annuities Dec 2004 118
Edward Leung A Multipe State Model for Pricing and Reserving Private Long Term Care Insurance in Australia Nov 2004 117
Daniel Dufresne Bessel Processes and a Functional of Brownian Motion Jun 2004 116
David C M Dickson & Gordon E Willmot The density of the time to ruin in the classical Poisson risk model May 2004 115
David C M Dickson & Kwok Swan Wong De Vylder Approximations to the Moments and Distribution of the Time to Ruin Mar 2004 114
Greg Taylor Loss reserving with GLMs: a case study May 2004 113

2003

Authors Title of Paper Date Paper ISBN
Julian D. Gribble, Lois Meyer and Anna Jones Quantifying and Assessing Learning Objectives Nov 2003 112
David C M Dickson, Barry D. Hughes & Zhang Lianzeng The Density of the Time to Ruin for a Sparre Andersen Process with Erlang Arrivals and Exponential Claims Oct 2003 111
Edward Leung Projecting the Needs and Costs of Long Term Care in Australia Sep 2003 110
Greg Taylor, Greinne McGuire and Alan Greenfield Loss Reserving: Past, Present and Future Sep 2003 109
David C M Dickson & Steve Drekic The Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in Some Sparre Andersen Models Aug 2003 108
David C M Dickson & Howard R Waters Some Optimal Dividends Problems Aug 2003 107
Richard Fitzherbert The Identification and Measurement of Speculative Risk Mar 2003 106
Julian D Gribble Actuarial Practice and Control: Objectives and Capabilities Mar 2003 105

2002

Authors Title of Paper Date Paper ISBN
Greg Taylor & Mireille Campbell Statistical Case Estimation Nov 2002 104
Manabu Sato, David C M Dickson & Richard M Fitzherbert Initial Capital and Margins Required to Secure a Japanese Life Insurance Policy Portfolio Under Variable Interest Rates Nov 2002 103
Gordon E Willmot and David C M Dickson The Gerber-Shiu Discounted Penalty Function in the Stationary Renewal Risk Model Aug 2002 102
Jun Cai & David C M Dickson Ruin Probabilities with a Markov Chain Interest Model Aug 2002 101
Daniel Dufresne Asian and Basket Asymptotics Jul 2002 100
Gordon E Willmot, David C M Dickson, Steve Drekic & David A Stanford The Deficit at Ruin in the Stationary Renewal Risk Model Jun 2002 99
Richard Fitzherbert Continuous Compounding, Volatility and the Equity Premium Jun 2002 98
Jun Cai & David C M Dickson Upper Bounds for Ultimate Ruin Probabilities in the Sparre Andersen Model with Interest Jun 2002 97
David C M Dickson A Note on the Maximum Severity of Ruin and Related Problems May 2002 96
David C M Dickson & Howard R Waters The Distribution of the Time to Ruin in the Classical Risk Model Jan 2002 95
Daniel Dufresne A General Class of Risk Models Jan 2002 94
Greg Taylor Further Observations on Chain Ladder Bias Jan 2002 93
Greg Taylor Chain Ladder Bias Jan 2002 92

2001

Authors Title of Paper Date Paper ISBN
Jun Cai & David C.M. Dickson On the Expected Discounted Penalty Function at Ruin of a Surplus Process with Interest Nov 2001 91
Daniel Dufresne The Integrated Square-Root Process Nov 2001 90
Steve Drekic, David C.M. Dickson, David A. Stanford & Gordon E. Willmot On the Distribution of the Deficit at Ruin When Claims are Phase-Type Nov 2001 89
Richard Fitzherbert Volatility, Beta and Return - Was there ever a meaningful relationship? Sep 2001 87
David C.M. Dickson Modern Landmarks in Actuarial Science - Inaugural Professorial Address Feb 2001 85
Jun Cai Discrete Time Risk Models Under Stochastic Forces of Interest Feb 2001 84

2000

Authors Title of Paper Date Paper ISBN
A J G Cairns, D C M Dickson, A S Macdonald, H R Waters & M Willde Stochastic Processes: Learning the Language Jan 2000 76

1999

Authors Title of Paper Date Paper ISBN
Ragnar Norberg A Markov Chain Financial Market Dec 1999 75
Ragnar Norberg On the Vandermonde Matrix and Its Role in Mathematical Finance Dec 1999 74
Greg Taylor The Statistical Distribution of Incurred Losses and Its Evolution Over Time II: Parametrical Models Oct 1999 73
Greg Taylor The Statistical Distribution of Incurred Losses and Its Evolution Over Time I: Non-Parametrical Models Nov 1999 72
David Knox A Proposal for Integrating Australia's Retirement Income Policy Apr 1999 71
The Development of Some Characteristics for Equitable National Retirement Income Schemes David Knox & Roslyn Cornish Mar 1999 70
Daniel Dufresne Laguerre Series for Asian and Other Options Jan 1999 69

1998

Authors Title of Paper Date Paper ISBN
David C M Dickson & Howard R Waters Multi-Period Aggregate Loss Distributions for a Life Portfolio Dec 1998 68
Diane Bedard and Daniel Dufresne Pension Funding with Moving Average Rates of Return Nov 1998 67
David C M Dickson & Bjorn Sundt Comparison of Methods for Evaluation of the Convolution of Two Compound R1 Distributions Sep 1998 66
Bjorn Sundt & David C M Dickson Comparison of Methods for Evaluation of the n-fold Convolution of an Arithmetic Distribution Aug 1998 65
David C M Dickson & Christian Hipp Ruin Problems for Phase-Type(2) Risk Processes Jul 1998 64
Daniel Dufresne An Affine Property of the Reciprocal Asian Option Process Jun 1998 63
Felisa J Vazquez-Abad and Daniel Dufresne Accelerated Simulation for Pricing Asian Options Jun 1998 62
M E Atkinson, David M Knox & John Creedy The Equity Implications of Changing the Tax Basis for Pension Funds Jun 1998 61
Bjorn Sundt On Error Bounds for Multivariate Distributions Aug 1998 60
Bjorn Sundt The Multivariate De Pril Transform Aug 1998 59
Bjorn Sundt On Multivariate Panjer Recursions Aug 1998 58
Bjorn Sundt and Okechukwu Ekuma The De Pril Transform of a Compound Rk Distribution Jul 1998 57
Jun Cai and Jose Garrido A Unified Approach to the Study of Tail Probabilities of Compound Distributions Jul 1998 56
Susan Donath Super Benefits? Estimates of the Retirement Incomes that Australian Women Will Receive from Superannuation Apr 1998 55
David M Knox Tax Reform and Superannuation - An Opportunity to be Grasped Apr 1998 54
David M Knox, M E Atkinson & Susan Donath An Analysis of the Equity Implications of Recent Taxation Changes to Australian Superannuation Apr 1998 53
Jose Garrido & Georgios Pitselis On Robust Estimation in Buhlmann Straub's Credibility Model Mar 1998 52
J P Chateau & Daniel Dufresne Pricing the Stochastic Volatility Put Option of Banks' Credit Line Commitments Mar 1998 51
M E Atkinson & Roslyn Cornish Participation Profiles of Australian Women Feb 1998 50
Daniel Dufresne A Decomposition of Actuarial Surplus and Applications Jan 1998 49

1997

Authors Title of Paper Date Paper ISBN
Alfredo D Egidio dos Reis On the Moments of Ruin and Recovery Times Aug 1997 48
David C M Dickson On Numerical Evaluation of Finite Time Ruin Probabilities Jul 1997 47
David C M Dickson & Howard R Waters Ruin Probabilities with Compounding Assets Jul 1997 46
Greg Taylor Technical Aspects of Domestic Lines Pricing Jun 1997 45
David M Knox & Andrew Tomlin An Analysis of Pensioner Mortality by Pre-Retirement Income Jan 1997 44

1996

Authors Title of Paper Date Paper ISBN
Margaret E Atkinson, John Creedy & David M Knox Alternative Retirement Income Arrangements and Lifetime Income Inequality: Lessons from Australia Dec 1996 43
David M Knox Video Conferencing in Actuarial Studies - A Three Year Case Study Dec 1996 42
Ben Zehnwirth Calculations and Diagnostics for Link Ratio Techniques Nov 1996 41
Greg Taylor Setting a Bonus-Malus Scale in the Presence of Other Rating Factors Oct 1996 40
Greg Taylor Risk, Capital and Profit in Insurance Oct 1996 39
Greg Taylor Geographic Premium Rating by Whittaker Spatial Smoothing Oct 1996 38
Greg Taylor Smoothness Criteria for Multi-Dimensional Whittaker Graduation Oct 1996 37
David C M Dickson & Howard R Waters Relative Reinsurance Retention Levels Oct 1996 36
Ben Zehnwirth Kalman Filters with Applications to Loss Reserving Sep 1996 35
Ben Zehnwirth Three Powerful Diagnostic Models for Loss Reserving Aug 1996 34
Michael Sherris, Leanna M Tedesco & Ben Zehnwirth Stochastic Investment Models: Unit Roots, Cointegration, State Space and Garch Models for Australia Aug 1996 33
Anthony Asher Effective and Ethical Institutional Investment Aug 1996 32
Greg C Taylor Reserving Consecutive Layers of Inwards Excess-of-Loss Reinsurance Mar 1996 31
David C M Dickson & Alfredo D Egidio dos Reis The Effect of Interest on Negative Surplus Mar 1996 30
Des W Welch and Shauna Ferris A Survey of Valuation Assumptions and Funding Methods Used by Australian Actuaries in Defined Benefit Superannuation Fund Valuations Mar 1996 29
M E Atkinson The Australian Government Superannuation Co-Contributions: Analysis and Comparison Feb 1996 28
David C M Dickson & Ben Zehnwirth David C M Dickson and Ben Zehnwirth Feb 1996 27
Contemporary Issues in the Ongoing Reform of the Australian Retirement Income System Contemporary Issues in the Ongoing Reform of the Australian Retirement Income System Feb 1996 26

1995

Authors Title of Paper Date Paper ISBN
David M Knox Contemporary Issues in the Ongoing Reform of the Australian Retirement Income System Dec 1995 25
David C M Dickson Approximate Calculationof Moments of Ruin Related Distributions Oct 1995 24
Angela Ryan Early Retirement and the Optimal Retirement Age Sep 1995 23
Margaret E Atkinson, John Creedy & David M Knox An Equity Analysis of Some Radical Suggestions for Australia's Retirement Income System Jun 1995 22
M E Atkinson & J Creedy Modelling Optimal Retirement Decisions in Australia Jun 1995 21
David M Knox Some Financial Consequences of the Size of Australia's Superannuation Industry in the Next Three Decades Jun 1995 20
David C M Dickson, Alfredo D Egidio dos Reis & Howard R Waters Some Stable Algorithms in Ruin Theory and Their Applications May 1995 19
Ben Zehnwirth Outstanding Claim Liabilities: Are They Predictable? Feb 1995 18
David C M Dickson & Alfredo D Egidio dos Reis On the Distribution of the Duration of Negative Surplus Jan 1995 17

1994

1993

Authors Title of Paper Date Paper ISBN
David Knox Superannuation Funds and the Provision of Development/Venture Capital: the Perfect Match? Yes or No Feb 1993 10
David Knox A Critique of Defined Contribution Using a Simulation Approach Oct 1993 7
An Analysis of the Equity Investments of Australian Superannuation Funds David Knox Sep 1993 6
David Knox and John Piggott Contemporary Issues in Australian Superannuation - A Conference Summary Sep 1993 5
David C M Dickson & Alfredo Egidio dos Reis Ruin Problems and Dual Events Aug 1993 4
David C M Dickson Some Comments on the Compound Binomial Model Apr 1993 3
David C M Dickson An Exponential Bound for Ruin Probabilities Apr 1993 2
David Knox Australian Superannuation: The Facts, The Fiction, The Future Mar 1993 1