Ruin probability for the bi-seasonal discrete time risk model with dependent claims

DOI10.15559/18-VMSTA118zbMath1425.91231arXiv2001.03431WikidataQ129166828 ScholiaQ129166828MaRDI QIDQ2326535

Olga Navickienė, Jonas Šiaulys, Jonas Sprindys

Publication date: 8 October 2019

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

Full work available at URL: https://arxiv.org/abs/2001.03431

zbMATH Keywords

ruin probabilityrecursive formuladiscrete time risk modelbi-seasonal modeldependent claims

Mathematics Subject Classification ID

Related Items (1)

Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy

Uses Software

• CopulaModel

Cites Work

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