Multiseasonal discrete-time risk model revisited

DOI10.1007/s10986-023-09613-zarXiv2207.03196OpenAlexW4390125627MaRDI QIDQ6185041

Andrius Grigutis, Jonas Jankauskas, Jonas Šiaulys

Publication date: 29 January 2024

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.03196

zbMATH Keywords

initial valuesgenerating functionbranching processrandom walksurvival probabilitydiscrete-time risk model

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Actuarial mathematics (91G05)

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