account two sources of risk: the jump diffusion risk and the regime switching risk. For this reason, the market is incomplete …

In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes …, representing, for instance, returns on risk-free investments of the insurance capital, we firstly derive explicit solutions of the …

We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival times depending on the claims …

insurance company whose reserves are modeled as a classical Cramér risk process, with exponentially distributed claims, when the …