Abstract The Gerber-Shiu function provides a unified framework for the evaluation of a
variety of risk quantities. Ever since its establishment, it has attracted constantly increasing …

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 the framework of collective risk theory, we consider a compound Poisson risk model for
the surplus process where the process (and hence ruin) can only be observed at random …

The structure of various Gerber–Shiu functions in Sparre Andersen models allowing for
possible dependence between claim sizes and interclaim times is examined. The penalty …

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) …

A generalized Sparre Andersen risk process is examined, whereby the joint distribution of
the interclaim time and the ensuing claim amount is assumed to have a particular …

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 …

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 …

In a general Sparre Andersen risk model with surplus-dependent premium income, the
generalization of Gerber–Shiu function proposed by Cheung et al.(2010a) is studied. A …

In this paper an extension of the semi-Markovian risk model studied by Albrecher and
Boxma (2005) is considered by allowing for general interclaim times. In such a model, we …