Bi-seasonal discrete time risk model

DOI10.1016/j.amc.2014.09.040zbMath1338.91076OpenAlexW1989687813MaRDI QIDQ297843

Julius Damarackas, Jonas Šiaulys

Publication date: 17 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.09.040

zbMATH Keywords

ruin probabilityrecursive formuladiscrete time risk modelnet profit condition

Mathematics Subject Classification ID

Related Items (10)

Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk ⋮ Ruin probability in the three-seasonal discrete-time risk model ⋮ On \(2\times 2\) determinants originating from survival probabilities in homogeneous discrete time risk model ⋮ 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 ⋮ A note on the net profit condition for discrete and classical risk models ⋮ Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period ⋮ Ruin probability for the bi-seasonal discrete time risk model with dependent claims ⋮ Note on the bi-risk discrete time risk model with income rate two

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