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 …

This monograph is a summary of our view of the current state of the art with respect to the
analysis of surplus and ruin-theoretic analysis for the class of Sparre Andersen (renewal) …

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 …

This paper considers a renewal insurance risk model with two-sided jumps (eg Labbé et al.,
2011), where downward and upward jumps typically represent claim amounts and random …

An insurance risk model where claims follow a Markovian arrival process (MArP) is
considered in this paper. It is shown that the expected present value of total operating costs …

The Markov additive process (MAP) has become an increasingly popular modeling tool in
the applied probability literature. In many applications, quantities of interest are represented …

In a variety of insurance risk models, ruin-related quantities in the class of expected
discounted penalty function (EDPF) were known to satisfy defective renewal equations that …

This paper studies a generalization of the Gerber-Shiu expected discounted penalty function
[Gerber and Shiu (1998). On the time value of ruin. North American Actuarial Journal 2 (1) …

In this paper, we consider a spectrally negative Lévy insurance risk process with a barrier-
type dividend strategy. In contrast to the traditional barrier strategy in which dividends are …

In this paper, we examine a bivariate insurance risk model that incorporates two distinct
business lines. The model encompasses both independent aggregate claims and common …