1. Maximum likelihood estimation of the DDRCINAR(p) model 2. Risk models based on copulas for premiums and claim sizes 3. Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums 4. Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force 5. Bidimensional discrete-time risk models based on bivariate claim count time series 6. On a perturbed MAP risk model under a threshold dividend strategy 7. Ruin problems for an autoregressive risk model with dependent rates of interest |
