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 …

We study the generalization of the G/G/1 queue obtained by relaxing the assumption of
independence between inter-arrival times and service requirements. The analysis is carried …

Abstract Let $\{{\xi _ {1}},{\xi _ {2}},\dots\} $ be a sequence of independent but not necessarily
identically distributed random variables. In this paper, the sufficient conditions are found …

This paper considers a Cramér–Lundberg risk setting, where the components of the
underlying model change over time. We allow the more general setting of the cumulative …

This paper considers a variant of the classical Cramér–Lundberg model that is particularly
appropriate in the credit context, with the distinguishing feature that it corresponds to a finite …

When there are some restrictions on the random variables of insurance risk model, it is
impossible to calculate the exact value of ruin probabilities. For these cases, even finding a …

A new procedure to find the ultimate ruin probability in the Cramér-Lundberg risk model is
presented for claims with a mixture of m Erlang distributions. The method requires to solve …

This paper aims to analyze unstructured data using a text mining approach. The work was
motivated in order to organize and structure research in Risk Theory. In our study, the …

The Cambridge dictionary describes risk as “the possibility of something bad happening". An
event that leads to a financial loss can thus be referred to as a risk. In this thesis we discuss …

A new formula for the ultimate ruin probability in the Cramér–Lundberg risk process is
provided when the claims are assumed to follow a finite mixture of m Erlang distributions …