Ruin probability in the three-seasonal discrete-time risk model
This paper deals with the discrete-time risk model with nonidentically distributed claims. We suppose that the claims repeat with time periods of three units, that is, claim distributions coincide at times $\{1,4,7,\dots \}$, at times $\{2,5,8,\dots \}$, and at times $\{3,6,9,\dots \}$. We present t...
保存先:
| 主要な著者: | , , |
|---|---|
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
VTeX
2015-12-01
|
| シリーズ: | Modern Stochastics: Theory and Applications |
| 主題: | |
| オンライン･アクセス: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA45 |
| タグ: |
タグなし, このレコードへの初めてのタグを付けませんか!
|