Ruin probabilities as recurrence sequences in a discrete-time risk process

DOI10.1007/s11009-024-10102-0MaRDI QIDQ6620478

David J. Santana, L. A. Rincon, Ernesto Cruz

Publication date: 16 October 2024

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

ruin probabilityrecurrence sequencesdiscrete-time risk process

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
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• The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks
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• Ruin probabilities as functions of the roots of a polynomial

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