Lévy processes are defined as processes with stationary independent increments and have
become increasingly popular as models in queueing, finance, etc.; apart from Brownian …

In this paper, we introduce a continuous-time risk model where the surplus follows a
diffusion process with positive drift while being subject to two types of claims. We assume …

This paper is concerned with two families of multivariate polynomials: the Appell
polynomials and the Abel-Gontcharoff polynomials. Both families are well-known in the …

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This dissertation is devoted to modeling dependence with potential applications in actuarial
science and is divided in two parts: the first part considers dependence in the context of …

We introduce a surplus process which follows a diffusion process with positive drift and is
subject to two types of claim. We assume that type I claim occurs more frequently, however …

This paper describes a method for computing the distribution function of the loss severity in a
Bonus-Malus system with k levels. A closed form expression for the distribution function of …

본 논문에서는 잉여금이 양의 추세모수를 갖는 확산과정을 따라 움직이고, 두 가지 유형의
보험청구가 있는 리스크 모형을 소개한다. 두 유형의 보험청구 금액은 서로 독립이고, 각각 …

Esta memoria se centra en el estudio de seguros contra terremotos, pretendiendo generar
nuevas herramientas que permitan sentar las bases de primas calculadas con fundamentos …

A surplus process with two types of claims is considered, where Type I claims occur more
frequently, however, their sizes are smaller stochastically than Type II claims. The ruin …