This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs),
which constitute a rich class of point processes used extensively in stochastic modelling. Our …

This is a textbook focusing on matrix-analytic methods. In this book, the basic theory is
accompanied by a large number of examples and exercises. The book is suitable for senior …

Containing a summary of several recent results on Markov-based input modeling in a
coherent notation, this book introduces and compares algorithms for parameter fitting and …

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 …

In this paper, we study the dual risk process in ruin theory (see eg Cramér, H. 1955.
Collective Risk Theory: A Survey of the Theory from the Point of View of the Theory of …

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 …

In this paper, we consider a Markov additive insurance risk process under a randomized
dividend strategy in the spirit of Albrecher et al.(2011). Decisions on whether to pay …

In this paper, we study a regime-switching risk model with a threshold dividend strategy, in
which the rate for the Poisson claim arrivals and the distribution of the claim amounts are …

We consider a class of Markovian risk models perturbed by a multiple threshold dividend
strategy in which the insurer collects premiums at rate ci whenever the surplus level resides …

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 …