Ruin probability for the bi-seasonal discrete time risk model with dependent claims
Probability
2020-01-13 v1
Abstract
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is created for computing the values of the ultimate ruin probability. Theoretical results are illustrated with numerical examples.
Cite
@article{arxiv.2001.03431,
title = {Ruin probability for the bi-seasonal discrete time risk model with dependent claims},
author = {Olga Navickienė and Jonas Sprindys and Jonas Šiaulys},
journal= {arXiv preprint arXiv:2001.03431},
year = {2020}
}
Comments
Published at https://doi.org/10.15559/18-VMSTA118 in the Modern Stochastics: Theory and Applications (https://vmsta.org/) by VTeX (http://www.vtex.lt/)