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In this article, we consider an extension to the renewal or Sparre Andersen risk process by
introducing a dependence structure between the claim sizes and the interclaim times …

Under the classical compound Poisson risk model and the Sparre-Andersen risk model, one
crucial assumption is that the interclaim times and the claim sizes are independent …

In this paper, we propose a Markov-dependent risk model with multi-layer dividend strategy
in which the claim occurrence and the claim amount are regulated by an external discrete …

The aim of this paper is to examine the impact of dependencies between climate transition
and physical risks on the default probability and profitability of a non-life insurer focusing on …

In this paper, we construct a risk model with a dependence setting where there exists a
specific structure among the time between two claim occurrences, premium sizes and claim …

The paper deals with a generalization of the risk model with stochastic premiums where
dependence structures between claim sizes and inter-claim times as well as premium sizes …

We consider a discrete-time risk model with general premium rate and time-dependent claim
sizes, in which the interclaim time has an impact on the subsequent claim size. By studying …

In the compound Poisson risk model, several strong hypotheses may be found too restrictive
to describe accurately the evolution of the reserves of an insurance company. This is …

The insurance industry typically exploits ruin theory on collected data to gain more profits.
However, state-of-art approaches fail to consider the dependency of the intensity of claim …