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...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
VTeX
2015-12-01
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| Serie: | Modern Stochastics: Theory and Applications |
| Soggetti: | |
| Accesso online: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA45 |
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