| Title |
Bankroto tikimybė skirtingai pasiskirsčiusioms žaloms: geometrinio dėsnio atvejis / |
| Translation of Title |
Ruin probability analysis in geometric inhomogeneous claims case. |
| Authors |
Bieliauskienė, Eugenija |
| DOI |
10.15388/LMR.2011.ot01 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys. LMD darbai.. Vilnius : Matematikos ir informatikos institutas. 2011, t. 52, p. 274-279.. ISSN 0132-2818 |
| Keywords [eng] |
Discrete time risk model ; Finite time ruin probability ; Inhomogeneous claims ; Geometric distribution |
| Abstract [eng] |
The discrete time risk model with inhomogeneous claims is analyzed. The finite time ruin probability expression is obtained for the case when claims are distributed by geometric distribution with changing parameters. Some quantitave examples are also given. |
| Published |
Vilnius : Matematikos ir informatikos institutas |
| Type |
Journal article |
| Language |
Lithuanian |
| Publication date |
2011 |
| CC license |
|
