Ruin probability for the bi-seasonal discrete time risk model with dependent claims
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.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2018-10-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/18-VMSTA118 |