On \(2\times 2\) determinants originating from survival probabilities in homogeneous discrete time risk model

DOI10.1007/s00025-022-01736-yOpenAlexW3142584408MaRDI QIDQ2171979

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

generating functionsinitial valuesdeterminantsrandom walkdiscrete time risk modelrecurrent sequencesultimate time survival probability

Mathematics Subject Classification ID

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

Related Items (4)

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 ⋮ Multiseasonal discrete-time risk model revisited ⋮ Unnamed Item

Uses Software

• Mathematica
• SageMath

Cites Work

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• A Centre Manifold Description of Contaminant Dispersion in Channels with Varying Flow Properties
• Aitken’s Δ² method extended

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