In today's world of financial uncertainty, one major public concern is to assess (and possibly
improve) the stability of companies that take on risks. Actuaries have been aware of that …

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 insurance mathematics, a compound Poisson model is often used to describe the
aggregate claims of the surplus process. In this paper, we consider the dual of the …

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 …

We investigate models with negative risk sums when the company invests its reserve into a
risky asset whose price follows a geometric Brownian motion. Our main result is an exact …

This paper concerns an optimal dividend distribution problem for an insurance company
with surplus-dependent premium. In the absence of dividend payments, such a risk process …

We study the asymptotics of the ruin probability for a process which is the solution of a linear
SDE defined by a pair of independent Lévy processes. Our main interest is a model …

The idea of taxation in risk process was first introduced by Albrecher, H. & Hipp, C.
Lundberg's risk process with tax. Blätter der DGVFM 28 (1), 13–28, who suggested that a …

This paper studies the Parisian ruin problem first proposed by Dassios and Wu (2008a, b),
where the Parisian ruin time is defined to be the first time when the surplus process has …

In this paper, we consider an optimal dividend-financing problem for a company whose
capital reserve is described by the dual of classical risk model. We assume that the manager …