3 papers
math.PR2026
A characterization of ruin-inducing probability measures in a renewal risk model
Spyridon M. Tzaninis, Apostolos Bozikas
In this work, we derive a complete characterization of all ruin-inducing probability measures that preserve the structure of a given compound renewal process in terms of suitable p…
math.PR2026
On the cumulative residual interval entropy of doubly truncated random variables
Stathis Chadjiconstantinidis, Apostolos Bozikas
This paper introduces and studies a new uncertainty measure, the cumulative residual interval entropy (CRIE). Defined as the cumulative residual entropy of a doubly truncated (inte…
math.PR2024
Extensions of Panjer's recursion for mixed compound distributions
Spyridon M. Tzaninis, Apostolos Bozikas
In actuarial practice, the usual independence assumptions for the collective risk model are often violated, implying a growing need for considering more general models that incorpo…