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 …

For a spectrally one-sided Lévy process, we extend various two-sided exit identities to the
situation when the process is only observed at arrival epochs of an independent Poisson …

In this paper, we identify Laplace transforms of occupation times of intervals until first
passage times for spectrally negative Lévy processes. New analytical identities for scale …

In this paper, we investigate an optimal periodic dividend and capital injection problem for
spectrally positive Lévy processes. We assume that the periodic dividend strategy has …

We consider the dual model, which is appropriate for modeling the surplus of companies
with deterministic expenses and stochastic gains, such as pharmaceutical, petroleum or …

The dual model with diffusion is appropriate for companies with continuous expenses that
are offset by stochastic and irregular gains. Examples include research-based or …

Ruin occurs the first time when the surplus of a company or an institution is negative. In the
Omega model, it is assumed that even with a negative surplus, the company can do …

In this paper, we consider a spectrally negative Lévy risk process with periodic barrier
dividend strategy. We assume that the inter-dividend-decision times follow generalized …

In this paper we solve the exit problems for (reflected) spectrally negative Lévy processes,
which are exponentially killed with a killing intensity dependent on the present state of the …

The drawdown process of a one-dimensional regular diffusion process X is given by X
reflected at its running maximum. The drawup process is given by X reflected at its running …