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 …

This article is an extension of the compound Poisson risk model with a partial dividend
payment strategy to shareholders and dependence between claims amounts and inter-claim …

This article is an extension of the compound Poisson risk model with variable threshold
dividend payment strategy to shareholders and a dependence between claims amounts and …

In this paper, we consider a classical risk process with dependence and in the presence of a
constant dividend barrier. The dependence structure between the claim amounts and the …

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, we consider a risk model with dependence between claim sizes and interclaim
arrivals. In contrast with the classical risk model where the premium process is a linear …

This paper extends the compound Poisson risk model with a variable threshold dividend
payment strategy and dependence between claims and inter-claim times, modeled via the …

This paper is an extension of the compound poisson risk model with a strategy of partial
dividend payment to shareholders, constant threshold b and dependence between claim …

The compound Poisson risk model is a probabilistic model commonly used to evaluate the
financial risk of an insurance company. This model assumes that claims arrive according to …

In this article, we consider a dependent risk model in the presence of a multi-laydividend
strategy. We construct the dependence structure between the claim size and interclaim time …