| Title |
On n x n recurrent determinants originating from survival probabilities in homogeneous discrete time risk model |
| Translation of Title |
Rekurentieji n x n determinantai kylantys iš išgyvenimo tikimybių homogeniniam diskretaus laiko rizikos modeliui. |
| Authors |
Coffman, Daniel |
| Full Text |
|
| Pages |
11 |
| Keywords [eng] |
Survival probability, ruin probability, discrete time risk model, ultimate time |
| Abstract [eng] |
An analysis of certain n x n determinants arising from Sparre Andersen risk model, with calculations in support of two conjectures about their properties. |
| Dissertation Institution |
Vilniaus universitetas. |
| Type |
Master thesis |
| Language |
English |
| Publication date |
2021 |
