We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival times
depending on the claims that arrive within a fixed (past) time window. This dependence …

Motor insurance is a very competitive business where insurers operate with quite large
portfolios, often decisions must be taken under short horizons and therefore ruin …

Our paper explores a discrete‐time risk model with time‐varying premiums, investigating two
types of correlated claims: main claims and by‐claims. Settlement of the by‐claims can be …

We analyse ruin probabilities for an insurance risk process with a more generalised
dependence structure compared to the one introduced in Constantinescu et al.(2016). In this …

Our paper explores a discrete-time risk model with time-varying premiums, investigating two
types of correlated claims: main claims and by-claims. Settlement of the by-claims can be …

We study risk processes with level dependent premium rate. Assuming that the premium rate
converges, as the risk reserve increases, to the critical value in the net-profit condition, we …

This paper studies discrete-time risk models with insurance premiums adjusted according to
claims experience. The premium correction mechanism follows the well-known principle in …

Gambling, as an uncertain business involving risks confronting casinos, is commonly
analysed using the risk of ruin (ROR) formula. However, due to its brevity, the ROR does not …

This paper aims to analyze unstructured data using a text mining approach. The work was
motivated in order to organize and structure research in Risk Theory. In our study, the …

Understanding correlation between influential factors and insurance losses is beneficial for
insurers to accurately price and modify the bonus-malus system. Although there have been …