The theory of stochastic processes has numerous and longstanding significant interactions
with pure and applied mathematics as well as most branches of physical and biological …

In this paper, we provide three equivalent expressions for ruin probabilities in a Cramér–
Lundberg model with gamma distributed claims. The results are solutions of integro …

Although the ruin probability in a renewal insurance risk model with credit interest may be
viewed as a classical research problem, exact solutions are only available in the literature in …

Consider a general bivariate Lévy-driven risk model. The surplus process Y, starting with
Y0= x> 0, evolves according to dYt= Yt-dRt-dPt for t> 0, where P and R are two independent …

In this thesis, insurance solutions for low-income populations and their capacity for poverty
reduction are considered. Classical risk theory techniques are adopted to the study of the …

Abstract Recently, Raducan et al.(2015) obtained recursive formulas for the ruin probability
of a surplus process at or before claim instants under the assumptions that the claim sizes …

In this paper we consider a Markov-modulated risk model, where the premium rates, claim
frequency and the distribution of the claim sizes vary depending on the state of an external …

Abstract We study a Sparre Andersen model in which the business activity of the company is
described by a compound renewal process with drift assuming that the capital reserves are …

MATRIX is Australia's international and residential mathematical research institute. It
facilitates new collaborations and mathematical advances through intensive residential …

This note is a complement to the paper (Stoch. Process. Appl. 144: 72–84,) by Eberlein,
Kabanov and Schmidt on the asymptotics of the ruin probability in a Sparre Andersen non …