The increasing complexity of insurance and reinsurance products has seen a growing
interest amongst actuaries in the modelling of dependent risks. For efficient risk …

In this paper, we present a review of results for discrete-time risk models, including the
compound binomial risk model and some of its extensions. While most theoretical risk …

Consider the problem of approximating the tail probability of randomly weighted sums∑ i=
1nΘiXi and their maxima, where {Xi, i≥ 1} is a sequence of identically distributed but not …

A one-to-one correspondence between Fréchet's class of multivariate Bernoulli distribution
with symmetric marginals and the well-known family of Farlie-Gumbel-Morgenstern (FGM) …

In this paper, we consider the compound binomial risk model with the time-correlated claims.
It is assumed that every main claim will produce a by-claim but the occurrence of the by …

We consider a class of compound renewal (Sparre Andersen) risk process with claim
waiting times having a discrete K m distribution, ie, the probability generating function (pgf) …

In this paper, we investigate dependent risk models in which the dependence structure is
defined by an Archimedean copula. Using such a structure with specific marginals, we …

The primary goal of this qualitative case study was to investigate the nature of holistic
thinking in the context of an asynchronous computer conference. Holistic thinking was …

In this paper, we propose a compound binomial model defined in a markovian environment
which is an extension to the compound binomial model presented by Gerber …

Dies betrifft insbesondere eine Korrektur des Beweises des Satzes von Paley-Wiener-
Zygmund (Satz 6.7). Während in der ersten Auflage lediglich gezeigt wurde, dass für jedes …