Finite-horizon ruin probability asymptotics in the compound discrete-time risk model
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Publication:647156
DOI10.1007/s10986-011-9120-xzbMath1227.91022MaRDI QIDQ647156
Remigijus Leipus, Jonas Šiaulys
Publication date: 1 December 2011
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-011-9120-x
62P05: Applications of statistics to actuarial sciences and financial mathematics
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Bi-seasonal discrete time risk model, Ruin probability in the three-seasonal discrete-time risk model
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