In many industrial situations, where systems must be monitored using data recorded throughout a historical period of observation, one cannot fully rely on sensor data, but often only has event data to work with. This, in particular, holds for legacy data, whose evaluation is of interest to...

This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times. Assuming that the time arrival of the first claim follows a generalized...

This paper examines the understanding of business concentration through the Herfindahl- Hirschman Index (HHI), by showing that this index is conceptually a model according to which this concentration is the consequence of a renewal process. This process is prompted by firms engaging in different...