On 2 2 determinants originating from survival probabilities in homogeneous discrete time risk model

DOI10.1007/S00025-022-01736-YMaRDI QIDQ2171979zbMATH OpenOpenAlexFDO

Authors Andrius Grigutis, Jonas Jankauskas

Publication date 14 September 2022

Published in Results in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.06987

zbMATH Keywords

determinantsdiscrete time risk modelgenerating functionsinitial valuesrandom walkrecurrent sequencesultimate time survival probability

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Risk models (general) (91B05) Actuarial mathematics (91G05)

Recommendations

• The survival probability in finite time period in fully discrete risk model
• Survival probability for a two-dimensional risk model
• scientific article; zbMATH DE number 2094800
• Note on the bi-risk discrete time risk model with income rate two
• Survival probability of a dependent setting two-type risk

Cites work

• A Centre Manifold Description of Contaminant Dispersion in Channels with Varying Flow Properties
• Aitken’s Δ² method extended
• Bi-seasonal discrete time risk model
• Calculation of the probability of eventual ruin by Beekman's convolution series
• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• scientific article; zbMATH DE number 1973372 (Why is no real title available?)
• scientific article; zbMATH DE number 2107175 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Mathematical fun with ruin theory
• On the Characteristics of the General Queueing Process, with Applications to Random Walk
• Ruin probabilities
• Ruin probability in the three-seasonal discrete-time risk model

Cited in

(7)

• Determining exact survival probability by setting discrete random variables in E. Sparre Andersen's model
• Bi-seasonal discrete time risk model with income rate two
• Ruin probability for renewal risk models with neutral net profit condition
• Multiseasonal discrete-time risk model revisited
• On $\mathbf{2\times2}$ determinants originating from survival probabilities in homogeneous discrete time risk model
• Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory
• The limit law of maximum of discrete partial-sums distribution

Describes a project that uses

Uses Software

• SageMath
• Mathematica

This page was built for publication: On \(2\times 2\) determinants originating from survival probabilities in homogeneous discrete time risk model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2171979)