In today's world of financial uncertainty, one major public concern is to assess (and possibly
improve) the stability of companies that take on risks. Actuaries have been aware of that …

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 …

We consider a diffusion perturbed classical compound Poisson risk model in the presence of
a constant dividend barrier. An integro-differential equation with certain boundary conditions …

The Expected Discounted Penalty Function (EDPF) was introduced in a series of now
classical papers (Gerber and Shiu, 1997, 1998a, b). Motivated by applications in option …

In this paper, we model the insurance company's surplus flow by a perturbed compound
Poisson model. Suppose that at a sequence of random time points, the insurance company …

In this paper, we consider a perturbed compound Poisson risk model with two-sided jumps.
The downward jumps represent the claims following an arbitrary distribution, while the …

We consider a Sparre Andersen risk process that is perturbed by an independent diffusion
process, in which claim inter-arrival times have a generalized Erlang (n) distribution (ie as …

Consider an insurance surplus process driven by a Lévy subordinator, which is observed at
discrete time points. An estimator of the Gerber–Shiu function is proposed via the empirical …

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 …

The paper studies the joint distribution of the time of ruin, the surplus prior to ruin and the
deficit at ruin for the classical risk process that is perturbed by diffusion. We prove that the …