Context: insurance companies are important to society, since they guarantee financial
protection to individuals from property losses, in addition to fostering the capital market …

Context: insurance companies are important to society, since they guarantee financial
protection to individuals from property losses, in addition to fostering the capital market …

The statistical modeling of integer-valued extremes has received less attention than its
continuous counterparts in the extreme value theory (EVT) literature. In this dissertation, we …

Accurately capturing the dependence between risks, if it exists, is an increasingly relevant
topic of actuarial research. In recent years, several authors have started to relax the …

We study the joint distribution of stochastic events described by (X, Y, N), where N has a 1-
inflated (or deflated) geometric distribution and X, Y are the sum and the maximum of N …

This habilitation thesis to supervise research deals with statistical and game-theoretic
models and their use for actuarial science. It is composed of five chapters. Chapter 1 focuses …

Context: insurance companies are important to society, since they guarantee financial
protection to individuals from property losses, in addition to fostering the capital market …

This study reflects on the risk management perspective especially in terms of insurance risk
models. From the scenery of the insurance company, the main idea of the risk model looks …

In this dissertation we work with a trivariate model for stochastic events (N, X, Y), where N is
the duration, X is the magnitude, and Y is the maximum of an event. We first consider the …

This thesis considers one of the most active topics in actuarial mathematics literature,
deriving the probability of ruin for the enlarged risk models. In this thesis, the classical …