We develop s-dependent competing risk model for systems subject to multiple degradation
processes and random shocks using time-varying copulas. The proposed model allows for a …

The aim of the paper is to outline the new trends in modern actuarial sciences in order to
help the researchers to find new domains of activity and university professors teaching future …

A sequence of random variables is said to be extended negatively dependent (END) if the
tails of its finite-dimensional distributions in the lower-left and upper-right corners are …

Consider a continuous-time renewal risk model with a constant force of interest. We assume
that claim sizes and interarrival times correspondingly form a sequence of independent and …

In this paper, we present a unified probabilistic approach to analyze a wide class of
insurance risk models in a ruin theoretical context. Contrary to the traditional analytic …

In this paper, we investigate risk aggregation and capital allocation problems for a portfolio
of possibly dependent risks whose multivariate distribution is defined with the Farlie …

The structure of various Gerber–Shiu functions in Sparre Andersen models allowing for
possible dependence between claim sizes and interclaim times is examined. The penalty …

Consider a renewal risk model in which claim sizes and inter-arrival times correspondingly
form a sequence of independent and identically distributed random pairs, with each pair …

We study the fundamental stochastic newsvendor model that considers both demand and
yield randomness. It is usually difficult in practice to describe precisely the joint demand and …

In this paper we consider an extension of the Sparre Andersen insurance risk model by
relaxing one of its independence assumptions. The newly proposed dependence structure …