Bi-seasonal discrete time risk model

作者：Damarackas Julius; Siaulys Jonas^*

来源：Applied Mathematics and Computation, 2014, 247: 930-940.

DOI：10.1016/j.amc.2014.09.040

• Discrete time risk model
• Ruin probability
• Recursive formula
• Net profit condition

This work is concerned with a bi-seasonal discrete time risk model for insurance. Specifically, the claims repeat with time periods of two units, i.e. claim distributions coincide at all even instants and at all odd instants. Our purpose is to derive recursive formulas to calculate the finite-time and ultimate ruin probabilities. Some numerical examples illustrate the theoretical results.

• 出版日期2014-11-15