Stochastic risk processes with economic factors

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In this research program I plan to follow some recent works to model the surplus process of an insurance business as a compound of two semimartingales. Among them, one process is regarded as a risk process in a world without economic factors and the other describes returns on risky and/or risk-free investments. This proposed stochastic model covers most of the useful insurance risk models. Also, it builds a broad platform for many results and methods from statistics and probability.