Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference
for researchers and practitioners of insurance mathematics. Building on recent and rapid …

This paper studies the joint distribution of the time of ruin, the surplus immediately before
ruin, and the deficit at ruin. The time of ruin is analyzed in terms of its Laplace transforms …

Počátek mého zájmu o problematiku rizika–rizikologii–spadá do doby, kdy jsem končil svoje
práce v oboru stavební spolehlivosti a kdy jsem začal pracovat jako projektový manažer v …

This classic textbook covers all aspects of risk theory in a practical way. It builds on from the
late RE Beard's extremely popular book Risk Theory, but features more emphasis on …

Estimation of the operational risk capital under the Loss Distribution Approach requires
evaluation of aggregate (compound) loss distributions which is one of the classic problems …

The focus of this book is on the two major areas of risk theory: aggregate claims distributions
and ruin theory. For aggregate claims distributions, detailed descriptions are given of …

We propose a comprehensive formal framework to classify all market models of cyber-
insurance we are aware of. The framework features a common terminology and deals with …

This monograph discusses Lundberg approximations for compound distributions with
special emphasis on applications in insurance risk modeling. These distributions are …

This paper presents a set of tools for modeling and combining correlated risks. Various
correlation structures are generated using copula, common mixture, component, and …

We examine the joint distribution of the time of ruin, the surplus immediately before ruin, and
the deficit at ruin. The time of ruin is analyzed in terms of its Laplace transform, which can …