{"title":"Ruin probability for the bi-seasonal discrete time risk model with dependent claims","authors":"Olga Navickien.e, Jonas Sprindys, Jonas vSiaulys","doi":"10.15559/18-VMSTA118","DOIUrl":null,"url":null,"abstract":"The discrete time risk model with two seasons and dependent claims is considered. An algorithm is created for computing the values of the ultimate ruin probability. Theoretical results are illustrated with numerical examples.","PeriodicalId":42685,"journal":{"name":"Modern Stochastics-Theory and Applications","volume":"281 3 1","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2018-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Modern Stochastics-Theory and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15559/18-VMSTA118","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 4
Abstract
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is created for computing the values of the ultimate ruin probability. Theoretical results are illustrated with numerical examples.
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