This paper provides a global treatment of the final size distribution of Reed–Frost epidemic processes. Exact and asymptotic results are derived for both single and multipopulation situations. The key tool is a non-standard family of polynomials, introduced initially by Gontcharoff (1937) for one variable, revisited and extended here for several variables. The attractiveness of these polynomials will be enhanced in forthcoming works in the epidemic context as well as in other fields.

This paper examines the problem of ruin in the classical compound binomial and compound Poisson risk models. Our primary purpose is to extend to those models an exact formula derived by Picard & Lefèvre ( 1997 Picard , Ph. & Lefèvre , Cl. (1997) . The probability of ruin in finite time with discrete claim size distribution . Scandinavian Actuarial Journal 1 , 58 – 69 . [Taylor & Francis Online] [Google Scholar] ) for the probability of (non-)ruin within finite time. First, a standard method based on the ballot theorem and an argument of Seal-type provides an initial (known) formula for that probability. Then, a concept of pseudo-distributions for the cumulated claim amounts, combined with some simple implications of the ballot theorem, leads to the desired formula. Two expressions for the (non-)ruin probability over an infinite horizon are also deduced as corollaries. Finally, an illustration within the framework of Solvency II is briefly presented.

This paper is concerned with a non-homogeneous discrete time risk model where premiums are fixed but non-uniform, and claim amounts are independent but non-stationary. It allows one to account for the influence of inflation and interest and the effect of variability in the claims. Our main purpose is to develop an algorithm for calculating the finite time ruin probabilities and the associated ruin severity distributions. The ruin probabilities are shown to rely on an underlying algebraic structure of Appell type. That property makes the computational method proposed quite simple and efficient. Its application is illustrated through some numerical examples of ruin problems. The well known Lundberg bound for ultimate ruin probabilities is also reexamined within such a non-homogeneous framework.

A rumour model due to Maki and Thompson (1973) is slightly modified to incorporate a continuous-time random contact process and varying individual behaviours in front of the rumour. Two important measures of the final extent of the rumour are provided by the ultimate number of people who have heard the rumour, and the total personal time units during which the rumour is spread. Our purpose in this note is to derive the exact joint distribution of these two statistics. That will be done by constructing a family of martingales for the rumour process and then using a particular family of Gontcharoff polynomials.