We obtain the upper and lower bounds for the ruin probability in the Sparre-Andersen model. These bounds are established under various conditions: when the adjustment coefficient exists, when it does not exist, and when the interarrival distribution belongs to certain aging classes....

The Danish fire loss dataset records commercial fire losses under three insurance coverages: building, contents, and profits. Existing research has primarily focused on the heavy-tail behaviour of the losses but ignored the relationship among different insurance coverages. In this paper, we aim...

pt. A. Solvency introduction -- pt. B. Valuation, investments, and capital -- pt. C. Modeling and measuring -- pt. D. European solvency II general ideas, valuation and investment : final advice -- pt. E. Solvency II : standard formula framework -- pt. F. Backgrounds and calibrations.