An integral representation is derived for the sum of all claims over a finite interval when the claim value depends upon its incurral time. These time dependent claims, which generalize the usual compound model for aggregate claims, have insurance applications involving models for inflation and...

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. Examples include Dickson and Willmot (2005) in the classical Poisson model with exponential interclaim times, and...

The structure of various Gerber-Shiu functions in Sparre Andersen models allowing for possible dependence between claim sizes and interclaim times is examined. The penalty function is assumed to depend on some or all of the surplus immediately prior to ruin, the deficit at ruin, the minimum...

In this paper, we consider an extension of the classical risk model in which the premium rate policy is adaptive to claim experience. We assume that the premium rate is reviewed each time the surplus reaches a new descending ladder height. A choice between a finite number m of rates is then made...

Vegetation plays an important role in atmospheric, hydrologic and biochemical cycles and is an important indicator of the impact of climate and human factors on the environment. In this paper, a method, which combines the empirical orthogonal function (EOF) and temporal unmixing analysis (TUA)...

Using a large administrative dataset from a statewide system including 34 community and technical colleges, the authors employed an instrumental variable technique to estimate the impact of online versus face-to-face course delivery on student course performance. The travel distance between each...