The classical compound Poisson risk model and the Sparre-Andersen risk model for
insurance businesses assume that the interclaim times and the claim amounts are …

In ruin theory, an insurer's income process is usually assumed to grow at a deterministic rate
of c> 0 over time. For instance, both the well-known Cramér–Lundberg risk process and the …

Motor insurance is a very competitive business where insurers operate with quite large
portfolios, often decisions must be taken under short horizons and therefore ruin …

We investigate, focusing on the ruin probability, an adaptation of the Cramér–Lundberg
model for the surplus process of an insurance company, in which, conditionally on their …

In this work, the non-homogeneous risk model is considered. In such a model, claims and
inter-arrival times are independent but possibly non-identically distributed. The easily …

Our paper explores a discrete‐time risk model with time‐varying premiums, investigating two
types of correlated claims: main claims and by‐claims. Settlement of the by‐claims can be …

We analyse ruin probabilities for an insurance risk process with a more generalised
dependence structure compared to the one introduced in Constantinescu et al.(2016). In this …

Our paper explores a discrete-time risk model with time-varying premiums, investigating two
types of correlated claims: main claims and by-claims. Settlement of the by-claims can be …

This paper studies discrete-time risk models with insurance premiums adjusted according to
claims experience. The premium correction mechanism follows the well-known principle in …

Gambling, as an uncertain business involving risks confronting casinos, is commonly
analysed using the risk of ruin (ROR) formula. However, due to its brevity, the ROR does not …