additive odds model – 109
allocation principle – 141
AR(1) representation – 381
asymptotic behavior of functionals – 199
asymptotic normality – 381
attributable proportion – 109
Bessel functions – 79
binary experiments – 285
bonus–malus system – 141
Brownian motion – 189
BSDE and reflected BSDE – 353
case-control data – 109
Chacon–Walsh construction – 285
circle homeomorphisms – 253
claim type – 141
closure property – 65
coalescent with dust – 407
comparison theorem – 25
compound Poisson-Gamma subordinator – 161
consistency – 381
consistently varying tail – 65
convex stochastic order – 285
Cramér’s theorem – 1
diffusion-type processes – 199
Donsker theorem – 189
entropy power inequality – 233
estimation – 381
estimators of offspring mean – 1
exchangeability – 407
expansion of odds ratios – 109
expected discounted dividend payments – 315
Farlie–Gumbel–Morgenstern copula – 315
Fisher information inequality – 233
fractionally integrated inverse stable subordinators – 93
gain–loss ratio – 219
generalized backward stochastic differential equations (GBSDEs) with jumps – 25
generalized fractional and subfractional Brownian motion – 15
Gerber–Shiu function – 315
Gibbs inequality – 233
Hahn and Jordan decompositions – 219
heavy tail – 65
indifference principle – 141
initial random population – 1
integrated distribution functions – 285
integrated quantile functions – 285
integro-differential equation – 315
interaction of risk factors – 109
inverse subordinator – 161
iterated function systems – 253
Ky-Fan inequality – 233
Lp solution – 25
Lieb’s splitting inequality – 233
logistic regression – 109
Markov chain – 141, 253
markovity – 15
metric theory of ROE – 273
minimal – 253
minimal clade – 407
monotone generator – 25
non-Gaussian limit theorem – 79
non-monotonic functions – 219
nonregular dependence on the parameter – 199
permanent insurance policy – 127
Poincaré–Borel lemma – 189
Poisson point process – 407
Poisson process – 161
premium relativity – 141
quantile functions – 285
random dynamical systems – 253
random flights – 79
random process with immigration – 93
randomly stopped maximum – 65
randomly stopped maximum of sums – 65
rates of weighted entropy and information – 233
restricted Oppenheim expansion – 273
risk measure – 219
risk model with stochastic premiums – 315
ruin probability – 315
self-normalized sums – 189
semi-Markov chain – 127
semimartingality – 15
shot noise process – 93
signed measures – 219
singular probability distributions – 273
Skellam process – 161
stationarity – 15
stationary distribution – 141, 253
stochastic Lipschitz coefficient – 353
strictly stationary processes – 381
Sylvester expansion – 273
synchronization – 253
temporary insurance policy – 127
threshold strategy – 315
time-change – 161
transition matrix – 141
varying deductible – 141
weighted entropy – 233
weighted premium – 219