| Title |
Ruin probability for the bi-seasonal discrete time risk model with dependent claims / |
| Authors |
Navickienė, Olga ; Sprindys, Jonas ; Šiaulys, Jonas |
| DOI |
10.15559/18-VMSTA118 |
| Full Text |
|
| Is Part of |
Modern stochastics: theory and applications.. Vilnius : VTeX. 2019, vol. 6, no 1, p. 133-144.. ISSN 2351-6046. eISSN 2351-6054 |
| Keywords [eng] |
Bi-seasonal model ; discrete time risk model ; ruin probability ; recursive formula ; dependent claims |
| Abstract [eng] |
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is created for computing the values of the ultimate ruin probability. Theoretical results are illustrated with numerical examples. |
| Published |
Vilnius : VTeX |
| Type |
Journal article |
| Language |
English |
| Publication date |
2019 |
| CC license |
|
