Note on the bi-risk discrete time risk model with income rate two

DOI10.15559/22-VMSTA209zbMath1499.91022OpenAlexW4285229906MaRDI QIDQ2103305

Andrius Grigutis, Artur Nakliuda

Publication date: 13 December 2022

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15559/22-vmsta209

zbMATH Keywords

discrete timerecursive calculationbi-risk modelfinite-time survival probabilityultimate time survival probability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Risk models (general) (91B05)

Uses Software

• Mathematica
• Python

Cites Work

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