论文标题

双季节离散时间风险模型的损害概率,带有依赖索赔

Ruin probability for the bi-seasonal discrete time risk model with dependent claims

论文作者

Navickienė, Olga, Sprindys, Jonas, Šiaulys, Jonas

论文摘要

考虑了具有两个季节和依赖主张的离散时间风险模型。创建了一种用于计算最终破坏概率值的算法。理论结果用数值示例说明了。

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.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源