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具有从属索赔的双季节离散时间风险模型的破产概率

IF 0.7 Q3 STATISTICS & PROBABILITY
Modern Stochastics-Theory and Applications Pub Date : 2018-10-01 DOI:10.15559/18-VMSTA118
Olga Navickien.e, Jonas Sprindys, Jonas vSiaulys
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引用次数: 4

摘要

考虑具有两个季节和相关索赔的离散时间风险模型。提出了一种计算最终破产概率值的算法。用数值算例说明了理论结果。
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Ruin probability for the bi-seasonal discrete time risk model with dependent claims
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.
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来源期刊
Modern Stochastics-Theory and Applications
Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-
CiteScore
1.30
自引率
50.00%
发文量
0
审稿时长
10 weeks
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