| Abstract [eng] |
This work focuses on investigating the bi-risk discrete time risk model with premium rate two. The considered risk model has claim amounts consisting of independent and nonnegative discrete integer valued random variables which occur in such order: X, X + Y, X, X + Y, . . .. The same model with income rate equal to one was investigated in 2015 by A. Grigutis, A. Korvel and J. Šiaulys. Furthermore, the same model but with different order in which the random variables representing the claim amounts occur X, Y, X, Y, . . . was investigated in 2021 by A. Alencenovič and A. Grigutis. In this article, a recursive formula for calculation of both finite and ultimate time survival probabilities in the case of bi-risk model is presented. Additionally, several numerical examples illustrating the application of the derived formulas are presented. |
