Ruin probability quantifies the risk that an insurer or financial institution’s liabilities may exceed its assets, ultimately leading to insolvency. Recent advancements in risk management have ...

Since the work of Page in the 1950s, the problem of detecting an abrupt change in the distribution of stochastic processes has received a great deal of attention. In particular, a deep connection has ...

For a spectrally negative Lévy process X, killed according to a rate that is a function ω of its position, we complement the recent findings of [12] by analysing (in greater generality) the exit ...