Add to ORKG2000 Mathematics Subject Classification: 60B10, 60G17, 60G51, 62P05.In this review paper we consider several risk measures in actuarial mathematics, such as the ruin probability, the ruin time, the severity of ruin, the surplus immediately before ruin, and the Gerber-Shiu penalty function as a generalization of these measures. We discuss results on these measures for classical and perturbed classical risk processes
We consider a risk reserve process whose premium rate reduces from cd to cu when the reserve comes a...
AbstractWe consider an insurance company in the case when the premium rate is a bounded non-negative...
We analyze the general Lévy insurance risk process for Lévy measures in the convolution equivalence...
The Cramer-Lundberg's risk model has been studied for a long time. It describes the basic risk proce...
In this short note, we derive explicit formulas for the joint densities of the time to ruin and the ...
AbstractWe consider the classical model for an insurance business where the claims occur according t...
We analyze the insurer risk under the compound Poisson risk process perturbed by a Wiener process wi...
The computation of ruin probabilities constitutes a central topic in risk theory. Even though the st...
In this paper we study intersections of ruin probability functions for two risk models.The number of...
Risk theory has been a very active research area over the last decades. The main objectives of the t...
International audienceWe study the asymptotic of the ruin probability for a process which is the sol...
AbstractAssume that a compound Poisson surplus process is invested in a stochastic interest process ...
summary:In this paper, we show two applications of the Banach's Fixed-Point Theorem: first, to appro...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
This thesis is concerned with the study of Generalized Ornstein-Uhlenbeck(GOU) processes and their a...
We consider a risk reserve process whose premium rate reduces from cd to cu when the reserve comes a...
AbstractWe consider an insurance company in the case when the premium rate is a bounded non-negative...
We analyze the general Lévy insurance risk process for Lévy measures in the convolution equivalence...
The Cramer-Lundberg's risk model has been studied for a long time. It describes the basic risk proce...
In this short note, we derive explicit formulas for the joint densities of the time to ruin and the ...
AbstractWe consider the classical model for an insurance business where the claims occur according t...
We analyze the insurer risk under the compound Poisson risk process perturbed by a Wiener process wi...
The computation of ruin probabilities constitutes a central topic in risk theory. Even though the st...
In this paper we study intersections of ruin probability functions for two risk models.The number of...
Risk theory has been a very active research area over the last decades. The main objectives of the t...
International audienceWe study the asymptotic of the ruin probability for a process which is the sol...
AbstractAssume that a compound Poisson surplus process is invested in a stochastic interest process ...
summary:In this paper, we show two applications of the Banach's Fixed-Point Theorem: first, to appro...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
This thesis is concerned with the study of Generalized Ornstein-Uhlenbeck(GOU) processes and their a...
We consider a risk reserve process whose premium rate reduces from cd to cu when the reserve comes a...
AbstractWe consider an insurance company in the case when the premium rate is a bounded non-negative...
We analyze the general Lévy insurance risk process for Lévy measures in the convolution equivalence...