Exact expression of ultimate time survival probability in homogeneous discrete-time risk model
In this work, we set up the generating function of the ultimate time survival probability $ \varphi(u+1) $, where $ \varphi(u) = \mathbb{P}\left(\sup\limits_{n\geqslant 1}\sum\limits_{i = 1}^{n}\left(X_i- \kappa\right)<u\right), $ $ u\in\mathbb{N}_0, \, \kappa\in\mathbb{N} $ and t...
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| Format: | Article |
| Language: | English |
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AIMS Press
2023-01-01
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| Series: | AIMS Mathematics |
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| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2023260?viewType=HTML |