Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory

DOI10.15559/24-vmsta249zbMath1546.91104MaRDI QIDQ6583543

Simonas Gervė, Andrius Grigutis

Publication date: 6 August 2024

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

zbMATH Keywords

generating functionsinitial valuesrandom walksurvival probabilityruin theorymulti-seasonal discrete-time risk model

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of branching processes (60J85) Risk models (general) (91B05)

This page was built for publication: Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory