Ruin probability in the three-seasonal discrete-time risk model
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Publication:340803
DOI10.15559/15-VMSTA45zbMath1349.91137arXiv1601.01153OpenAlexW3098322017MaRDI QIDQ340803
Agneška Korvel, Andrius Grigutis, Jonas Šiaulys
Publication date: 15 November 2016
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.01153
Related Items (6)
Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk ⋮ On \(2\times 2\) determinants originating from survival probabilities in homogeneous discrete time risk model ⋮ Bi-seasonal discrete time risk model with income rate two ⋮ Multiseasonal discrete-time risk model revisited ⋮ Ruin probability for the bi-seasonal discrete time risk model with dependent claims ⋮ Note on the bi-risk discrete time risk model with income rate two
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