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 classical compound Poisson risk model is considered in the presence of a constant
dividend barrier. An integro-differential equation for the Gerber–Shiu discounted penalty …

This paper considers a Sparre Andersen collective risk model in which the distribution of the
interclaim time is that of a sum of n independent exponential random variables; thus, the …

In this paper, we present the classical compound Poisson risk model with a threshold
dividend strategy. Under such as strategy, no dividends are paid if the insurer's surplus is …

We consider a compound renewal (Sparre Andersen) risk process in the presence of a
constant dividend barrier in which the claim waiting times are generalized Erlang (n) …

This paper considers the stationary and the ordinary discrete renewal risk models. The main
result is an expression of the Gerber–Shiu discounted penalty function in the stationary …

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) …

In this paper we study the asymptotic tail behavior for a non-standard renewal risk model
with a dependence structure and stochastic return. An insurance company is allowed to …

A Markov-modulated risk process perturbed by diffusion is considered in this paper. In the
model the frequencies and distributions of the claims and the variances of the Wiener …

The primary goal of this qualitative case study was to investigate the nature of holistic
thinking in the context of an asynchronous computer conference. Holistic thinking was …