Abstract The Gerber-Shiu function provides a unified framework for the evaluation of a
variety of risk quantities. Ever since its establishment, it has attracted constantly increasing …

The aim of the paper is to outline the new trends in modern actuarial sciences in order to
help the researchers to find new domains of activity and university professors teaching future …

In the framework of collective risk theory, we consider a compound Poisson risk model for
the surplus process where the process (and hence ruin) can only be observed at random …

In this paper we consider an extension of the Sparre Andersen insurance risk model by
relaxing one of its independence assumptions. The newly proposed dependence structure …

This paper is devoted to an extension of the Sparre Andersen risk model without the
assumption of independence of claim amounts and time between claims. The dependent …

This monograph is a summary of our view of the current state of the art with respect to the
analysis of surplus and ruin-theoretic analysis for the class of Sparre Andersen (renewal) …

Recent research into the nature of the distribution of the time of ruin in some Sparre
Andersen risk models has resulted in series expansions for the associated density function …

In this article, we consider an extension to the renewal or Sparre Andersen risk process by
introducing a dependence structure between the claim sizes and the interclaim times …

The paper considers a renewal risk process in which a given inter-arrival time possibly has
an impact on the size of the resulting claim. Under a fairly general dependency structure …

In this paper, a risk model where claims arrive according to a Markovian arrival process
(MAP) is considered. A generalization of the well-known Gerber–Shiu function is proposed …