Bi-seasonal discrete time risk model with income rate two
From MaRDI portal
Publication:6164697
DOI10.1080/03610926.2022.2026962arXiv2104.14771OpenAlexW4206253894MaRDI QIDQ6164697
Andrius Grigutis, Unnamed Author
Publication date: 28 July 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.14771
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bi-seasonal discrete time risk model
- Ruin probability in the three-seasonal discrete-time risk model
- Finite-time ruin probability in the inhomogeneous claim case
- Mathematical fun with ruin theory
- Calculation of the probability of eventual ruin by Beekman's convolution series
- Ruin probability by operational calculus
- 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
- Ruin problems for a discrete time risk model with non-homogeneous conditions
- A Combinatorial Lemma and Its Application to Probability Theory
- RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS
- The Displaced Poisson Distribution. Region B