In this paper, we consider a two-dimensional risk process in which the companies split each claim and premium in a … change of measure technique. We illustrate the admissible range of parameters of the risk process. We also justify our result …

In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes …. Applying the approximation theory of solutions of linear ordinary differential equations, we derive the asymptotics of the ruin …, representing, for instance, returns on risk-free investments of the insurance capital, we firstly derive explicit solutions of the …

homogeneous, non-homogeneous and mixed Poisson risk models with constant force of interest by using a general dependence structure …

distributions. The problem involves masking, that is, the time of occurrence of the earlier risk (first order statistic) is observed … but not the specific risk. Nonidentifiability is a consequence of this limitation, and a Bayesian procedure is implemented …