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Ruin probability for the bi-seasonal discrete time risk model with dependent claims
Olga NavickienÄ—
Jonas Sprindys
Jonas Ĺ iaulys
https://doi.org/10.15559/18-VMSTA118
Pub. online:
1 Oct 2018
Type:
Research Article
Open Access
Journal:
Modern Stochastics: Theory and Applications
(2025): YY2025, pp. 1–12
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Abstract
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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